+372.7%
ETR vs Z
-16.5%
+389.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -0.4% |
| 7D | +1.2% | +0.8% | +0.3% | +1.1% |
| 30D | +7.0% | +5.2% | +1.8% | +6.4% |
| 3M | +4.6% | -17.0% | +21.6% | +5.7% |
| 6M | +0.1% | -22.7% | +22.8% | +1.5% |
| YTD | +23.2% | -56.3% | +79.5% | +30.0% |
| 1Y | +20.6% | -57.7% | +78.2% | +27.5% |
| 3Y | +156.3% | -16.5% | +172.8% | +151.5% |
| 5Y | +159.6% | -53.4% | +213.0% | +160.8% |
| All | +372.7% | -16.5% | +389.2% | +317.9% |
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