+393.8%
ETR vs RUN
-29.4%
+423.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.7% | -2.5% | +1.0% |
| 7D | +1.4% | +10.2% | -8.7% | +0.9% |
| 30D | +1.9% | -9.6% | +11.5% | +2.3% |
| 3M | +1.0% | -31.5% | +32.5% | +2.6% |
| 6M | +4.8% | -18.7% | +23.5% | +5.3% |
| YTD | +19.5% | -49.9% | +69.4% | +22.1% |
| 1Y | +28.1% | -45.5% | +73.6% | +29.8% |
| 3Y | +151.1% | -34.1% | +185.2% | +137.1% |
| 5Y | +125.2% | -79.4% | +204.6% | +120.5% |
| 10Y | +291.1% | +48.9% | +242.2% | +224.2% |
| All | +393.8% | -29.4% | +423.2% | +309.9% |
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