+291.1%
ETR vs FIVE
+475.1%
-183.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.4% | +1.1% |
| 7D | +1.4% | +3.7% | -2.3% | +0.9% |
| 30D | +1.9% | +4.0% | -2.1% | +1.2% |
| 3M | +1.0% | +36.2% | -35.3% | -3.5% |
| 6M | +4.8% | +18.0% | -13.2% | +1.6% |
| YTD | +19.5% | +34.9% | -15.3% | +13.6% |
| 1Y | +28.1% | +67.9% | -39.8% | +17.5% |
| 3Y | +151.1% | +57.3% | +93.8% | +125.0% |
| 5Y | +125.2% | +39.5% | +85.6% | +99.6% |
| 10Y | +291.1% | +496.4% | -205.3% | +179.3% |
| All | +291.1% | +475.1% | -183.9% | +179.3% |
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