+4,316.7%
ETR vs MOD
+3,565.2%
+751.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.3% | -4.8% | -0.8% |
| 7D | +1.4% | +9.6% | -8.1% | +0.7% |
| 30D | +1.0% | 0.0% | +1.0% | +0.9% |
| 3M | -1.3% | -35.4% | +34.1% | +1.7% |
| 6M | +1.9% | -7.3% | +9.2% | +1.5% |
| YTD | +18.2% | +45.8% | -27.6% | +13.0% |
| 1Y | +24.7% | +43.1% | -18.5% | +18.9% |
| 3Y | +150.7% | +297.7% | -147.0% | +113.4% |
| 5Y | +127.0% | +1,478.8% | -1,351.7% | +68.5% |
| 10Y | +295.5% | +1,633.4% | -1,337.9% | +170.2% |
| All | +4,316.7% | +3,565.2% | +751.5% | +2,236.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling