+41.4%
EXC vs ETR
+162.9%
-121.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.1% | -0.6% |
| 7D | -1.7% | +1.7% | -3.5% | -2.7% |
| 30D | +9.3% | +8.7% | +0.6% | +4.1% |
| 3M | +1.0% | +4.9% | -3.9% | -1.7% |
| 6M | +5.9% | +0.8% | +5.2% | +5.4% |
| YTD | +7.6% | +23.1% | -15.5% | -5.0% |
| 1Y | +2.4% | +17.9% | -15.5% | -7.3% |
| 3Y | +30.2% | +154.5% | -124.3% | -31.5% |
| 5Y | +41.4% | +160.3% | -118.9% | -24.6% |
| All | +41.4% | +162.9% | -121.5% | -24.6% |
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