+551.7%
ETR vs EFV
+256.4%
+295.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.5% |
| 7D | +1.4% | +1.0% | +0.4% | +0.9% |
| 30D | +1.9% | +0.2% | +1.7% | +1.7% |
| 3M | +1.0% | +9.6% | -8.6% | -4.0% |
| 6M | +4.8% | +14.0% | -9.2% | -2.6% |
| YTD | +19.5% | +18.5% | +1.1% | +8.7% |
| 1Y | +28.1% | +27.9% | +0.2% | +11.7% |
| 3Y | +151.1% | +92.4% | +58.7% | +74.6% |
| 5Y | +125.2% | +97.2% | +28.0% | +52.9% |
| 10Y | +291.1% | +163.0% | +128.1% | +123.3% |
| All | +551.7% | +256.4% | +295.3% | +213.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EFV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling