+196.7%
EXC vs ETR
+376.0%
-179.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.9% |
| 7D | +1.4% | +0.5% | +0.8% | +1.0% |
| 30D | +8.6% | +6.4% | +2.2% | +3.8% |
| 3M | +2.4% | +4.0% | -1.6% | -0.5% |
| 6M | +6.5% | -0.5% | +6.9% | +6.7% |
| YTD | +9.0% | +22.4% | -13.4% | -6.8% |
| 1Y | +4.6% | +19.9% | -15.3% | -9.3% |
| 3Y | +33.5% | +154.7% | -121.2% | -38.4% |
| 5Y | +41.4% | +158.1% | -116.7% | -36.6% |
| All | +196.7% | +376.0% | -179.4% | -18.0% |
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