+124.0%
EW vs ETR
+298.4%
-174.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.2% |
| 7D | -3.4% | -1.9% | -1.5% | -2.7% |
| 30D | -7.4% | -0.2% | -7.2% | -7.4% |
| 3M | +0.9% | -3.7% | +4.6% | +2.1% |
| 6M | +1.2% | +2.1% | -0.9% | -0.4% |
| YTD | +1.8% | +16.5% | -14.7% | -4.7% |
| 1Y | +10.8% | +22.5% | -11.7% | +1.6% |
| 3Y | +17.1% | +144.7% | -127.5% | -20.6% |
| 5Y | -28.2% | +125.2% | -153.4% | -50.4% |
| All | +124.0% | +298.4% | -174.4% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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