+373.3%
ETR vs MOD
+822.6%
-449.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +1.5% | +16.1% | -14.6% | +0.5% |
| 30D | +6.6% | -38.5% | +45.1% | +9.7% |
| 3M | +4.4% | -46.8% | +51.2% | +8.3% |
| 6M | -0.3% | -61.6% | +61.3% | +5.2% |
| YTD | +23.3% | -20.5% | +43.8% | +22.9% |
| 1Y | +18.9% | -28.0% | +46.9% | +19.0% |
| 3Y | +155.5% | +134.9% | +20.5% | +128.6% |
| 5Y | +159.9% | +833.2% | -673.2% | +104.6% |
| All | +373.3% | +822.6% | -449.4% | +229.3% |
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