+487.7%
ETR vs USFR
+28.6%
+459.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +0.5% | +0.1% | +0.5% | +0.5% |
| 30D | +6.4% | +0.4% | +6.0% | +6.2% |
| 3M | +4.0% | +1.1% | +2.9% | +3.6% |
| 6M | -0.5% | +2.0% | -2.5% | -1.2% |
| YTD | +22.4% | +3.5% | +19.0% | +21.0% |
| 1Y | +19.9% | +4.1% | +15.8% | +18.2% |
| 3Y | +154.7% | +14.4% | +140.4% | +144.2% |
| 5Y | +158.1% | +21.4% | +136.6% | +143.0% |
| 10Y | +374.2% | +28.6% | +345.6% | +340.1% |
| All | +487.7% | +28.6% | +459.1% | +438.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling