+3,248.4%
ETR vs M
+396.5%
+2,851.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -0.7% |
| 7D | +1.4% | +4.7% | -3.3% | +1.0% |
| 30D | +1.0% | -9.6% | +10.6% | +2.0% |
| 3M | -1.3% | +0.9% | -2.1% | -1.5% |
| 6M | +1.9% | +22.3% | -20.4% | -0.5% |
| YTD | +18.2% | +6.5% | +11.6% | +16.7% |
| 1Y | +24.7% | +38.8% | -14.1% | +19.6% |
| 3Y | +150.7% | +115.9% | +34.8% | +124.0% |
| 5Y | +127.0% | +28.6% | +98.4% | +105.9% |
| 10Y | +295.5% | -2.5% | +298.0% | +232.4% |
| All | +3,248.4% | +396.5% | +2,851.9% | +2,160.9% |
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