+350.1%
ETR vs MOD
+911.6%
-561.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.7% | -5.5% | -0.1% |
| 7D | +0.4% | -25.5% | +25.9% | +2.1% |
| 30D | +7.5% | -49.0% | +56.5% | +12.0% |
| 3M | +4.4% | -49.8% | +54.3% | +8.7% |
| 6M | -1.5% | -64.8% | +63.2% | +4.4% |
| YTD | +21.8% | -27.6% | +49.4% | +22.1% |
| 1Y | +18.4% | -35.2% | +53.6% | +19.4% |
| 3Y | +148.5% | +137.1% | +11.4% | +122.6% |
| 5Y | +152.6% | +760.3% | -607.7% | +101.0% |
| All | +350.1% | +911.6% | -561.6% | +217.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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