+125.2%
ETR vs STZ
-36.5%
+161.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.6% | +6.8% | +2.5% |
| 7D | +1.4% | -7.4% | +8.8% | +3.2% |
| 30D | +1.9% | -10.9% | +12.8% | +4.5% |
| 3M | +1.0% | -13.4% | +14.4% | +4.1% |
| 6M | +4.8% | -16.2% | +21.0% | +8.8% |
| YTD | +19.5% | -10.4% | +30.0% | +21.0% |
| 1Y | +28.1% | -14.8% | +42.9% | +31.1% |
| 3Y | +151.1% | -50.1% | +201.3% | +200.7% |
| 5Y | +125.2% | -38.8% | +163.9% | +143.3% |
| All | +125.2% | -36.5% | +161.7% | +143.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling