+290.1%
ETR vs WY
+7.6%
+282.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -1.8% | -4.2% | +2.4% | -0.4% |
| 30D | -1.8% | -10.1% | +8.3% | +1.7% |
| 3M | -3.6% | -8.5% | +4.9% | -1.0% |
| 6M | +2.6% | -3.3% | +6.0% | +3.3% |
| YTD | +16.0% | -4.4% | +20.4% | +16.9% |
| 1Y | +20.1% | -11.5% | +31.6% | +23.9% |
| 3Y | +143.6% | -24.3% | +167.9% | +160.6% |
| 5Y | +124.4% | -21.3% | +145.7% | +130.9% |
| All | +290.1% | +7.6% | +282.5% | +219.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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