+6,438.2%
EW vs ETR
+2,850.9%
+3,587.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -0.3% | +1.4% | -1.8% | -0.8% |
| 30D | +1.0% | +1.0% | +0.1% | +0.7% |
| 3M | +2.8% | -1.3% | +4.1% | +3.0% |
| 6M | +5.5% | +1.9% | +3.6% | +4.3% |
| YTD | +5.5% | +18.2% | -12.7% | -0.6% |
| 1Y | +11.0% | +24.7% | -13.6% | +2.8% |
| 3Y | +17.7% | +150.7% | -133.0% | -14.1% |
| 5Y | -25.7% | +127.0% | -152.8% | -44.6% |
| 10Y | +132.8% | +295.5% | -162.7% | +45.3% |
| All | +6,438.2% | +2,850.9% | +3,587.3% | +2,625.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling