+2,691.1%
ETR vs EL
+1,821.4%
+869.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.3% |
| 7D | +1.2% | +1.5% | -0.4% | +0.9% |
| 30D | +7.0% | +10.0% | -3.0% | +5.4% |
| 3M | +4.6% | +28.4% | -23.8% | +0.3% |
| 6M | +0.1% | +37.1% | -36.9% | -5.3% |
| YTD | +23.2% | +7.8% | +15.4% | +19.7% |
| 1Y | +20.6% | +26.0% | -5.5% | +14.1% |
| 3Y | +156.3% | +3.8% | +152.4% | +141.0% |
| 5Y | +159.6% | -65.2% | +224.8% | +191.2% |
| 10Y | +377.1% | +62.1% | +315.0% | +302.7% |
| All | +2,691.1% | +1,821.4% | +869.7% | +1,534.3% |
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