-12.4%
EW vs ETR
+159.3%
-171.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +9.3% | +2.6% | +6.7% | +8.7% |
| 30D | +22.1% | +8.7% | +13.4% | +19.9% |
| 3M | +13.0% | +6.4% | +6.7% | +11.4% |
| 6M | +30.1% | +0.7% | +29.4% | +29.6% |
| YTD | +22.0% | +23.0% | -1.0% | +15.1% |
| 1Y | +23.7% | +17.9% | +5.8% | +18.0% |
| 3Y | +62.0% | +154.9% | -92.9% | +20.8% |
| 5Y | -12.4% | +157.3% | -169.7% | -36.3% |
| All | -12.4% | +159.3% | -171.7% | -36.3% |
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