+159.9%
ETR vs IT
-42.3%
+202.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | 0.0% |
| 7D | +1.5% | -3.7% | +5.1% | +1.7% |
| 30D | +6.6% | -3.1% | +9.7% | +6.8% |
| 3M | +4.4% | +6.3% | -1.9% | +3.8% |
| 6M | -0.3% | +24.8% | -25.0% | -2.6% |
| YTD | +23.3% | -24.4% | +47.7% | +27.2% |
| 1Y | +18.9% | -17.1% | +35.9% | +21.0% |
| 3Y | +155.5% | -53.6% | +209.1% | +179.5% |
| 5Y | +159.9% | -42.5% | +202.4% | +172.3% |
| All | +159.9% | -42.3% | +202.2% | +172.3% |
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