+3,389.5%
ETR vs M
+442.1%
+2,947.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.1% | -7.0% | +0.3% |
| 7D | +1.7% | +2.5% | -0.8% | +1.4% |
| 30D | +8.7% | +10.1% | -1.3% | +7.6% |
| 3M | +4.9% | -0.9% | +5.9% | +4.8% |
| 6M | +0.8% | +30.2% | -29.4% | -2.3% |
| YTD | +23.1% | +16.3% | +6.8% | +20.4% |
| 1Y | +17.9% | +27.0% | -9.1% | +14.1% |
| 3Y | +154.5% | +154.5% | 0.0% | +123.6% |
| 5Y | +160.3% | -1.1% | +161.3% | +144.0% |
| 10Y | +366.9% | +0.5% | +366.5% | +291.2% |
| All | +3,389.5% | +442.1% | +2,947.4% | +2,232.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling