+157.3%
ETR vs STZ
-27.8%
+185.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +2.6% | +5.3% | -2.8% | +1.3% |
| 30D | +8.7% | +19.6% | -10.9% | +4.2% |
| 3M | +6.4% | +10.0% | -3.6% | +3.7% |
| 6M | +0.7% | -0.3% | +1.0% | +0.3% |
| YTD | +23.0% | +8.6% | +14.5% | +18.9% |
| 1Y | +17.9% | +16.6% | +1.3% | +11.4% |
| 3Y | +154.9% | -34.8% | +189.7% | +181.7% |
| 5Y | +157.3% | -27.8% | +185.1% | +166.8% |
| All | +157.3% | -27.8% | +185.1% | +166.8% |
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