+2,577.3%
ETR vs EL
+1,685.7%
+891.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.4% | -0.9% |
| 7D | +1.4% | +0.8% | +0.6% | +1.3% |
| 30D | +1.0% | +19.8% | -18.9% | -2.0% |
| 3M | -1.3% | +25.7% | -27.0% | -5.0% |
| 6M | +1.9% | +5.4% | -3.6% | 0.0% |
| YTD | +18.2% | +0.2% | +17.9% | +16.3% |
| 1Y | +24.7% | +20.4% | +4.2% | +18.7% |
| 3Y | +150.7% | -32.1% | +182.8% | +153.1% |
| 5Y | +127.0% | -67.2% | +194.2% | +156.8% |
| 10Y | +295.5% | +31.7% | +263.7% | +245.4% |
| All | +2,577.3% | +1,685.7% | +891.6% | +1,487.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling