+350.1%
ETR vs PR
+66.0%
+284.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.2% |
| 7D | +0.4% | -16.4% | +16.8% | +0.7% |
| 30D | +7.5% | -1.9% | +9.4% | +7.6% |
| 3M | +4.4% | +8.0% | -3.5% | +4.3% |
| 6M | -1.5% | +4.1% | -5.7% | -1.7% |
| YTD | +21.8% | +58.7% | -36.9% | +20.7% |
| 1Y | +18.4% | +75.8% | -57.4% | +17.1% |
| 3Y | +148.5% | +73.2% | +75.4% | +145.3% |
| 5Y | +152.6% | +230.1% | -77.5% | +146.8% |
| All | +350.1% | +66.0% | +284.0% | +333.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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