+610.6%
ETR vs ET
+1,435.7%
-825.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.1% | +1.2% |
| 7D | +1.4% | +0.4% | +1.0% | +1.3% |
| 30D | +1.9% | +6.9% | -5.0% | +0.9% |
| 3M | +1.0% | +13.1% | -12.1% | -0.9% |
| 6M | +4.8% | +18.7% | -13.9% | +2.2% |
| YTD | +19.5% | +37.4% | -17.9% | +14.0% |
| 1Y | +28.1% | +34.8% | -6.7% | +22.4% |
| 3Y | +151.1% | +96.8% | +54.3% | +127.1% |
| 5Y | +125.2% | +238.2% | -113.1% | +87.7% |
| 10Y | +291.1% | +159.4% | +131.7% | +220.2% |
| All | +610.6% | +1,435.7% | -825.1% | +174.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling