+291.6%
ETR vs EL
+25.3%
+266.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -1.0% |
| 7D | -1.9% | -4.4% | +2.5% | -1.3% |
| 30D | -0.2% | +10.3% | -10.5% | -1.8% |
| 3M | -3.7% | +13.4% | -17.1% | -5.7% |
| 6M | +2.1% | +3.1% | -1.0% | +0.8% |
| YTD | +16.5% | -6.9% | +23.4% | +16.1% |
| 1Y | +22.5% | +11.9% | +10.6% | +18.2% |
| 3Y | +144.7% | -33.8% | +178.5% | +153.6% |
| 5Y | +125.2% | -69.0% | +194.2% | +179.0% |
| All | +291.6% | +25.3% | +266.3% | +235.8% |
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