+4,511.1%
ETR vs GEN
+8,834.5%
-4,323.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | +0.1% |
| 7D | +0.1% | -0.8% | +0.9% | +0.1% |
| 30D | +7.7% | +31.2% | -23.5% | +6.1% |
| 3M | +5.7% | +6.1% | -0.4% | +5.2% |
| 6M | -0.3% | +38.1% | -38.4% | -2.2% |
| YTD | +23.4% | +14.4% | +9.0% | +21.9% |
| 1Y | +18.5% | +15.1% | +3.4% | +17.1% |
| 3Y | +155.6% | +68.5% | +87.1% | +147.3% |
| 5Y | +158.7% | +35.8% | +122.9% | +152.0% |
| 10Y | +377.8% | +155.4% | +222.4% | +348.4% |
| All | +4,511.1% | +8,834.5% | -4,323.4% | +3,564.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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