+154.9%
ETR vs MOD
+138.1%
+16.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.1% |
| 7D | +2.6% | -17.8% | +20.4% | +3.4% |
| 30D | +8.7% | -43.2% | +51.9% | +11.8% |
| 3M | +6.4% | -46.0% | +52.4% | +9.6% |
| 6M | +0.7% | -62.2% | +63.0% | +5.4% |
| YTD | +23.0% | -22.8% | +45.8% | +22.6% |
| 1Y | +17.9% | -35.5% | +53.4% | +18.6% |
| 3Y | +154.9% | +128.2% | +26.7% | +137.0% |
| All | +154.9% | +138.1% | +16.8% | +137.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling