+125.2%
ETR vs USFR
+20.4%
+104.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.4% | -1.3% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | -0.2% | +0.3% | -0.5% | -0.1% |
| 3M | -3.7% | +1.0% | -4.7% | -3.6% |
| 6M | +2.1% | +1.9% | +0.2% | +2.4% |
| YTD | +16.5% | +2.7% | +13.8% | +16.9% |
| 1Y | +22.5% | +4.0% | +18.5% | +23.3% |
| 3Y | +144.7% | +14.1% | +130.6% | +182.4% |
| 5Y | +125.2% | +20.5% | +104.7% | +213.5% |
| All | +125.2% | +20.4% | +104.8% | +213.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling