+272.9%
ETR vs REPL
+36.8%
+236.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +1.2% | +1.2% | -0.1% | +1.1% |
| 30D | +7.0% | +92.2% | -85.2% | +5.5% |
| 3M | +4.6% | +44.1% | -39.5% | +3.7% |
| 6M | +0.1% | +313.0% | -312.9% | -4.6% |
| YTD | +23.2% | +125.2% | -102.0% | +17.1% |
| 1Y | +20.6% | +143.8% | -123.2% | +14.3% |
| 3Y | +156.3% | +104.2% | +52.1% | +123.1% |
| 5Y | +159.6% | -34.5% | +194.2% | +138.3% |
| All | +272.9% | +36.8% | +236.1% | +189.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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