+373.4%
ETR vs PR
+65.1%
+308.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.1% |
| 7D | +2.6% | -9.5% | +12.1% | +2.7% |
| 30D | +8.7% | -5.7% | +14.4% | +8.8% |
| 3M | +6.4% | +3.0% | +3.4% | +6.3% |
| 6M | +0.7% | +11.8% | -11.1% | +0.4% |
| YTD | +23.0% | +58.5% | -35.4% | +21.9% |
| 1Y | +17.9% | +69.9% | -52.0% | +16.7% |
| 3Y | +154.9% | +84.9% | +70.0% | +151.4% |
| 5Y | +157.3% | +246.4% | -89.2% | +151.3% |
| 10Y | +373.4% | +70.3% | +303.1% | +360.2% |
| All | +373.4% | +65.1% | +308.3% | +360.2% |
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