+122.5%
EW vs ETR
+303.8%
-181.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.6% | -0.2% |
| 7D | -5.1% | +0.4% | -5.5% | -5.3% |
| 30D | -6.4% | +2.0% | -8.4% | -7.1% |
| 3M | -1.6% | -1.7% | +0.1% | -1.1% |
| 6M | +2.3% | +3.6% | -1.3% | +0.2% |
| YTD | +1.1% | +18.0% | -17.0% | -5.8% |
| 1Y | +8.0% | +26.2% | -18.2% | -2.1% |
| 3Y | +16.3% | +148.0% | -131.7% | -21.5% |
| 5Y | -29.4% | +126.1% | -155.5% | -51.2% |
| All | +122.5% | +303.8% | -181.3% | +32.8% |
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