+450.2%
ETR vs FIVE
+822.5%
-372.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +0.4% | -0.3% | +0.7% | +0.4% |
| 30D | +7.5% | +17.7% | -10.1% | +5.4% |
| 3M | +4.4% | +4.0% | +0.5% | +3.7% |
| 6M | -1.5% | +2.6% | -4.2% | -2.4% |
| YTD | +21.8% | +27.6% | -5.8% | +17.1% |
| 1Y | +18.4% | +59.9% | -41.5% | +10.7% |
| 3Y | +148.5% | +35.8% | +112.7% | +129.8% |
| 5Y | +152.6% | +14.4% | +138.2% | +134.1% |
| 10Y | +354.5% | +576.1% | -221.7% | +230.6% |
| All | +450.2% | +822.5% | -372.3% | +281.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling