+2,137.5%
ETR vs IT
+6,105.9%
-3,968.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.2% | 0.0% |
| 7D | +1.4% | -6.0% | +7.5% | +2.1% |
| 30D | +1.0% | 0.0% | +1.0% | +0.9% |
| 3M | -1.3% | +13.1% | -14.3% | -3.2% |
| 6M | +1.9% | +11.7% | -9.8% | -0.5% |
| YTD | +18.2% | -26.1% | +44.3% | +20.2% |
| 1Y | +24.7% | -21.3% | +45.9% | +25.6% |
| 3Y | +150.7% | -46.7% | +197.4% | +161.2% |
| 5Y | +127.0% | -40.5% | +167.5% | +131.7% |
| 10Y | +295.5% | +103.9% | +191.6% | +248.3% |
| All | +2,137.5% | +6,105.9% | -3,968.3% | +1,309.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling