+366.9%
ETR vs PR
+66.7%
+300.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.1% |
| 7D | +1.7% | -12.4% | +14.1% | +2.0% |
| 30D | +8.7% | -6.6% | +15.3% | +8.9% |
| 3M | +4.9% | +7.5% | -2.6% | +4.7% |
| 6M | +0.8% | +10.8% | -10.0% | +0.5% |
| YTD | +23.1% | +57.0% | -33.9% | +22.0% |
| 1Y | +17.9% | +67.9% | -50.0% | +16.7% |
| 3Y | +154.5% | +87.6% | +66.9% | +151.0% |
| 5Y | +160.3% | +220.4% | -60.1% | +154.4% |
| 10Y | +366.9% | +64.8% | +302.1% | +350.4% |
| All | +366.9% | +66.7% | +300.2% | +350.4% |
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