+157.3%
ETR vs S
-67.7%
+225.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +2.6% | +1.4% | +1.2% | +2.6% |
| 30D | +8.7% | -10.8% | +19.5% | +8.6% |
| 3M | +6.4% | +5.4% | +1.0% | +6.4% |
| 6M | +0.7% | +41.2% | -40.5% | +0.8% |
| YTD | +23.0% | +56.2% | -33.2% | +23.2% |
| 1Y | +17.9% | +36.3% | -18.4% | +18.1% |
| 3Y | +154.9% | +49.4% | +105.5% | +154.6% |
| 5Y | +157.3% | -66.9% | +224.1% | +151.8% |
| All | +157.3% | -67.7% | +225.0% | +151.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 5y: compounded portfolio wealth divided by compounded S 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…
5y analysis · Full analysis span regression · 6 months rolling