+290.1%
ETR vs ET
+177.0%
+113.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | -0.2% |
| 7D | -1.8% | +0.2% | -2.0% | -1.8% |
| 30D | -1.8% | +2.9% | -4.6% | -2.2% |
| 3M | -3.6% | +16.8% | -20.4% | -5.9% |
| 6M | +2.6% | +18.9% | -16.3% | -0.2% |
| YTD | +16.0% | +37.7% | -21.7% | +10.3% |
| 1Y | +20.1% | +32.4% | -12.3% | +14.8% |
| 3Y | +143.6% | +99.5% | +44.1% | +119.5% |
| 5Y | +124.4% | +244.0% | -119.6% | +87.6% |
| All | +290.1% | +177.0% | +113.1% | +239.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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