+126.1%
ETR vs SPY
+81.0%
+45.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | +0.4% | -0.4% | +0.8% | +0.5% |
| 30D | +2.0% | -1.4% | +3.4% | +2.6% |
| 3M | -1.7% | +3.7% | -5.4% | -3.3% |
| 6M | +3.6% | +13.0% | -9.4% | -1.9% |
| YTD | +18.0% | +12.4% | +5.7% | +12.0% |
| 1Y | +26.2% | +18.5% | +7.7% | +16.9% |
| 3Y | +148.0% | +77.6% | +70.4% | +87.1% |
| 5Y | +126.1% | +81.7% | +44.4% | +62.7% |
| All | +126.1% | +81.0% | +45.1% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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