+377.8%
ETR vs MOD
+915.9%
-538.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | 0.0% |
| 7D | +0.1% | +8.2% | -8.1% | -0.5% |
| 30D | +7.7% | -38.2% | +45.9% | +10.8% |
| 3M | +5.7% | -46.2% | +51.9% | +9.6% |
| 6M | -0.3% | -62.5% | +62.3% | +5.4% |
| YTD | +23.4% | -20.1% | +43.5% | +22.9% |
| 1Y | +18.5% | -29.7% | +48.2% | +18.8% |
| 3Y | +155.6% | +136.2% | +19.4% | +128.6% |
| 5Y | +158.7% | +820.4% | -661.7% | +103.8% |
| 10Y | +377.8% | +839.8% | -462.0% | +230.3% |
| All | +377.8% | +915.9% | -538.1% | +230.3% |
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