+291.1%
ETR vs M
-6.4%
+297.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.6% | +3.8% | +1.4% |
| 7D | +1.4% | +2.4% | -1.0% | +1.2% |
| 30D | +1.9% | -11.6% | +13.5% | +2.8% |
| 3M | +1.0% | +1.6% | -0.6% | +0.7% |
| 6M | +4.8% | +25.2% | -20.4% | +2.6% |
| YTD | +19.5% | +3.8% | +15.8% | +18.6% |
| 1Y | +28.1% | +36.3% | -8.2% | +24.0% |
| 3Y | +151.1% | +116.3% | +34.8% | +128.7% |
| 5Y | +125.2% | +28.2% | +97.0% | +107.3% |
| 10Y | +291.1% | -3.4% | +294.5% | +181.0% |
| All | +291.1% | -6.4% | +297.5% | +181.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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