+291.6%
ETR vs Z
-6.2%
+297.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.4% | -1.1% |
| 7D | -1.9% | -11.6% | +9.7% | -1.0% |
| 30D | -0.2% | -8.5% | +8.3% | +0.3% |
| 3M | -3.7% | -7.9% | +4.2% | -3.4% |
| 6M | +2.1% | -29.1% | +31.2% | +4.3% |
| YTD | +16.5% | -54.2% | +70.7% | +22.9% |
| 1Y | +22.5% | -63.5% | +86.1% | +31.5% |
| 3Y | +144.7% | -38.6% | +183.3% | +147.0% |
| 5Y | +125.2% | -66.0% | +191.2% | +133.0% |
| All | +291.6% | -6.2% | +297.8% | +231.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded Z 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling