+373.3%
ETR vs EL
+60.4%
+312.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.2% |
| 7D | +1.5% | +2.7% | -1.2% | +1.1% |
| 30D | +6.6% | +10.8% | -4.2% | +5.1% |
| 3M | +4.4% | +26.5% | -22.0% | +0.8% |
| 6M | -0.3% | +31.1% | -31.4% | -4.5% |
| YTD | +23.3% | +6.6% | +16.7% | +20.6% |
| 1Y | +18.9% | +21.8% | -3.0% | +13.6% |
| 3Y | +155.5% | +1.8% | +153.7% | +143.1% |
| 5Y | +159.9% | -65.6% | +225.5% | +219.7% |
| All | +373.3% | +60.4% | +312.9% | +292.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling