+433.8%
ETR vs FIVE
+868.1%
-434.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.1% | -5.6% | -1.1% |
| 7D | +1.4% | +4.3% | -2.8% | +0.9% |
| 30D | +1.0% | +12.5% | -11.5% | -0.5% |
| 3M | -1.3% | +31.2% | -32.5% | -4.6% |
| 6M | +1.9% | +14.4% | -12.5% | -0.4% |
| YTD | +18.2% | +33.9% | -15.7% | +13.1% |
| 1Y | +24.7% | +65.1% | -40.4% | +16.0% |
| 3Y | +150.7% | +49.0% | +101.7% | +129.1% |
| 5Y | +127.0% | +30.3% | +96.7% | +106.4% |
| 10Y | +295.5% | +481.1% | -185.6% | +189.9% |
| All | +433.8% | +868.1% | -434.3% | +268.0% |
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 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