+473.3%
ETR vs INDA
+111.6%
+361.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.7% |
| 7D | +1.4% | -1.0% | +2.4% | +1.7% |
| 30D | +1.9% | -2.5% | +4.4% | +2.7% |
| 3M | +1.0% | +4.0% | -3.0% | -0.5% |
| 6M | +4.8% | -1.8% | +6.6% | +5.2% |
| YTD | +19.5% | -9.2% | +28.7% | +23.1% |
| 1Y | +28.1% | -7.2% | +35.3% | +30.9% |
| 3Y | +151.1% | +9.8% | +141.3% | +139.7% |
| 5Y | +125.2% | +7.5% | +117.6% | +115.0% |
| 10Y | +291.1% | +80.8% | +210.4% | +196.1% |
| All | +473.3% | +111.6% | +361.7% | +307.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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