+271.2%
EW vs ETR
+378.9%
-107.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +4.9% | +1.2% | +3.7% | +4.5% |
| 30D | +23.9% | +7.0% | +16.9% | +21.1% |
| 3M | +15.8% | +4.6% | +11.2% | +13.8% |
| 6M | +31.7% | +0.1% | +31.5% | +31.1% |
| YTD | +25.7% | +23.2% | +2.5% | +15.3% |
| 1Y | +24.4% | +20.6% | +3.9% | +15.0% |
| 3Y | +65.9% | +156.3% | -90.4% | +10.9% |
| 5Y | -7.6% | +159.6% | -167.3% | -39.6% |
| All | +271.2% | +378.9% | -107.7% | +120.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling