+366.9%
ETR vs MOD
+1,005.7%
-638.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +9.9% | -8.8% | +0.5% |
| 7D | +1.7% | -13.9% | +15.7% | +2.5% |
| 30D | +8.7% | -41.5% | +50.3% | +12.3% |
| 3M | +4.9% | -45.7% | +50.7% | +8.7% |
| 6M | +0.8% | -61.1% | +61.9% | +6.2% |
| YTD | +23.1% | -20.5% | +43.6% | +22.7% |
| 1Y | +17.9% | -32.1% | +50.0% | +18.5% |
| 3Y | +154.5% | +146.5% | +8.1% | +127.2% |
| 5Y | +160.3% | +812.7% | -652.5% | +105.8% |
| 10Y | +366.9% | +966.8% | -599.9% | +225.0% |
| All | +366.9% | +1,005.7% | -638.8% | +225.0% |
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