+290.1%
ETR vs QSR
+135.2%
+154.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | -1.8% | -4.0% | +2.2% | -0.6% |
| 30D | -1.8% | +2.8% | -4.5% | -2.7% |
| 3M | -3.6% | +5.1% | -8.7% | -5.3% |
| 6M | +2.6% | +8.8% | -6.2% | -0.4% |
| YTD | +16.0% | +14.8% | +1.2% | +10.4% |
| 1Y | +20.1% | +25.7% | -5.6% | +10.9% |
| 3Y | +143.6% | +27.5% | +116.1% | +119.9% |
| 5Y | +124.4% | +41.3% | +83.1% | +93.1% |
| All | +290.1% | +135.2% | +154.9% | +169.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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