+125.2%
ETR vs IT
-46.1%
+171.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.9% | -1.4% |
| 7D | -1.9% | -12.7% | +10.8% | -1.1% |
| 30D | -0.2% | -8.9% | +8.7% | +0.3% |
| 3M | -3.7% | +10.1% | -13.9% | -4.8% |
| 6M | +2.1% | +7.3% | -5.2% | +0.8% |
| YTD | +16.5% | -32.4% | +48.8% | +20.9% |
| 1Y | +22.5% | -26.6% | +49.2% | +25.4% |
| 3Y | +144.7% | -51.8% | +196.5% | +161.3% |
| 5Y | +125.2% | -45.6% | +170.8% | +133.5% |
| All | +125.2% | -46.1% | +171.3% | +133.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling