+372.7%
ETR vs IT
+90.0%
+282.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | +1.2% | +1.1% | +0.1% | +1.0% |
| 30D | +7.0% | -1.8% | +8.9% | +7.0% |
| 3M | +4.6% | +4.8% | -0.2% | +3.0% |
| 6M | +0.1% | +33.0% | -32.9% | -6.9% |
| YTD | +23.2% | -23.8% | +47.0% | +27.2% |
| 1Y | +20.6% | -16.5% | +37.1% | +21.7% |
| 3Y | +156.3% | -53.6% | +209.9% | +190.0% |
| 5Y | +159.6% | -42.1% | +201.8% | +170.1% |
| All | +372.7% | +90.0% | +282.8% | +221.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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