+408.8%
ETR vs RUN
-33.9%
+442.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.2% |
| 7D | +1.2% | -13.5% | +14.7% | +1.8% |
| 30D | +7.0% | +18.3% | -11.3% | +6.0% |
| 3M | +4.6% | -12.5% | +17.1% | +5.0% |
| 6M | +0.1% | -40.3% | +40.4% | +2.1% |
| YTD | +23.2% | -53.1% | +76.3% | +25.9% |
| 1Y | +20.6% | -54.3% | +74.8% | +23.3% |
| 3Y | +156.3% | -6.5% | +162.8% | +136.9% |
| 5Y | +159.6% | -85.3% | +244.9% | +159.9% |
| 10Y | +377.1% | +68.9% | +308.2% | +295.9% |
| All | +408.8% | -33.9% | +442.7% | +322.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling