+290.1%
ETR vs RUN
+42.2%
+247.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -1.8% | -3.7% | +1.9% | -1.6% |
| 30D | -1.8% | -13.0% | +11.3% | -1.1% |
| 3M | -3.6% | -31.8% | +28.2% | -1.8% |
| 6M | +2.6% | -32.2% | +34.8% | +4.2% |
| YTD | +16.0% | -53.5% | +69.5% | +19.3% |
| 1Y | +20.1% | -46.5% | +66.7% | +22.0% |
| 3Y | +143.6% | -37.6% | +181.2% | +128.2% |
| 5Y | +124.4% | -80.9% | +205.2% | +120.5% |
| All | +290.1% | +42.2% | +247.9% | +187.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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