+290.1%
ETR vs USFR
+28.1%
+262.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -1.8% | +0.1% | -1.9% | -1.9% |
| 30D | -1.8% | +0.4% | -2.1% | -1.9% |
| 3M | -3.6% | +1.0% | -4.6% | -3.9% |
| 6M | +2.6% | +2.0% | +0.6% | +1.9% |
| YTD | +16.0% | +2.8% | +13.3% | +14.9% |
| 1Y | +20.1% | +4.1% | +16.0% | +18.4% |
| 3Y | +143.6% | +14.1% | +129.4% | +136.3% |
| 5Y | +124.4% | +20.6% | +103.8% | +115.5% |
| All | +290.1% | +28.1% | +262.0% | +287.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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