+291.6%
ETR vs ROP
+135.7%
+155.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.9% | -1.2% |
| 7D | -1.9% | -8.0% | +6.1% | +0.9% |
| 30D | -0.2% | -2.7% | +2.5% | +0.6% |
| 3M | -3.7% | +16.6% | -20.3% | -9.7% |
| 6M | +2.1% | +10.4% | -8.3% | -2.8% |
| YTD | +16.5% | -12.1% | +28.5% | +20.7% |
| 1Y | +22.5% | -23.6% | +46.1% | +34.4% |
| 3Y | +144.7% | -19.3% | +164.0% | +157.8% |
| 5Y | +125.2% | -15.4% | +140.6% | +128.5% |
| All | +291.6% | +135.7% | +155.9% | +188.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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