-29.4%
EW vs ETR
+129.9%
-159.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.2% | -4.7% | -3.8% |
| 7D | -4.4% | +1.4% | -5.8% | -4.7% |
| 30D | -3.3% | +1.9% | -5.2% | -3.8% |
| 3M | +1.0% | +1.0% | 0.0% | +0.7% |
| 6M | +6.2% | +4.8% | +1.4% | +4.6% |
| YTD | +1.7% | +19.5% | -17.8% | -3.2% |
| 1Y | +8.1% | +28.1% | -20.0% | +1.0% |
| 3Y | +17.1% | +151.1% | -134.1% | -11.4% |
| 5Y | -29.4% | +125.2% | -154.5% | -47.3% |
| All | -29.4% | +129.9% | -159.3% | -47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling