+373.4%
ETR vs P
+691.2%
-317.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.8% | 0.0% |
| 7D | +2.6% | -13.3% | +15.9% | +3.4% |
| 30D | +8.7% | -34.0% | +42.7% | +11.4% |
| 3M | +6.4% | +4.1% | +2.3% | +5.4% |
| 6M | +0.7% | +30.5% | -29.8% | -2.4% |
| YTD | +23.0% | +52.2% | -29.1% | +17.5% |
| 1Y | +17.9% | +10.3% | +7.6% | +14.7% |
| 3Y | +154.9% | +180.9% | -25.9% | +120.5% |
| 5Y | +157.3% | +259.7% | -102.4% | +111.4% |
| 10Y | +373.4% | +652.6% | -279.3% | +231.8% |
| All | +373.4% | +691.2% | -317.8% | +231.8% |
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