+372.7%
ETR vs STZ
+13.4%
+359.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | +1.2% | +2.6% | -1.4% | +0.3% |
| 30D | +7.0% | +15.2% | -8.2% | +2.1% |
| 3M | +4.6% | +7.6% | -3.0% | +1.7% |
| 6M | +0.1% | +5.3% | -5.1% | -2.3% |
| YTD | +23.2% | +8.6% | +14.5% | +17.7% |
| 1Y | +20.6% | +15.6% | +5.0% | +12.5% |
| 3Y | +156.3% | -35.2% | +191.4% | +187.4% |
| 5Y | +159.6% | -29.1% | +188.7% | +178.4% |
| All | +372.7% | +13.4% | +359.4% | +304.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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