+296.9%
ETR vs Z
-3.5%
+300.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.2% |
| 7D | +0.4% | -7.1% | +7.4% | +0.9% |
| 30D | +2.0% | -4.8% | +6.8% | +2.3% |
| 3M | -1.7% | -9.3% | +7.6% | -1.3% |
| 6M | +3.6% | -29.0% | +32.6% | +5.8% |
| YTD | +18.0% | -52.9% | +70.9% | +24.3% |
| 1Y | +26.2% | -63.1% | +89.4% | +35.4% |
| 3Y | +148.0% | -36.9% | +184.9% | +149.8% |
| 5Y | +126.1% | -65.5% | +191.5% | +133.7% |
| All | +296.9% | -3.5% | +300.4% | +235.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling