+376.4%
ETR vs TRU
+226.0%
+150.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.1% |
| 7D | +0.4% | -6.5% | +6.9% | +1.7% |
| 30D | +2.0% | -2.5% | +4.5% | +2.4% |
| 3M | -1.7% | +10.4% | -12.0% | -4.3% |
| 6M | +3.6% | +1.6% | +1.9% | +2.1% |
| YTD | +18.0% | -9.7% | +27.7% | +18.8% |
| 1Y | +26.2% | -17.3% | +43.5% | +29.1% |
| 3Y | +148.0% | -1.8% | +149.8% | +132.9% |
| 5Y | +126.1% | -36.2% | +162.3% | +136.3% |
| 10Y | +302.3% | +143.2% | +159.0% | +216.5% |
| All | +376.4% | +226.0% | +150.4% | +270.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 all: compounded portfolio wealth divided by compounded TRU 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…
all analysis · Full analysis span regression · 6 months rolling