+373.4%
ETR vs FIVE
+514.1%
-140.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.3% | +0.4% |
| 7D | +0.1% | -0.5% | +0.6% | +0.1% |
| 30D | +7.7% | +17.4% | -9.7% | +5.3% |
| 3M | +5.7% | +7.0% | -1.3% | +4.5% |
| 6M | -0.3% | +20.5% | -20.7% | -3.4% |
| YTD | +23.4% | +33.1% | -9.8% | +17.2% |
| 1Y | +18.5% | +67.1% | -48.6% | +8.9% |
| 3Y | +155.6% | +41.9% | +113.7% | +133.2% |
| 5Y | +158.7% | +21.1% | +137.6% | +136.6% |
| All | +373.4% | +514.1% | -140.7% | +237.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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