+366.9%
ETR vs P
+748.5%
-381.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.3% | -5.2% | +0.7% |
| 7D | +1.7% | -9.6% | +11.4% | +2.3% |
| 30D | +8.7% | -33.4% | +42.2% | +11.4% |
| 3M | +4.9% | +14.2% | -9.3% | +3.3% |
| 6M | +0.8% | +31.6% | -30.8% | -2.3% |
| YTD | +23.1% | +53.5% | -30.3% | +17.5% |
| 1Y | +17.9% | +14.2% | +3.7% | +14.4% |
| 3Y | +154.5% | +190.5% | -36.0% | +119.7% |
| 5Y | +160.3% | +256.3% | -96.1% | +114.6% |
| 10Y | +366.9% | +707.9% | -340.9% | +225.3% |
| All | +366.9% | +748.5% | -381.6% | +225.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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