+2,446.2%
EXC vs ETR
+4,599.0%
-2,152.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +0.1% | +2.6% | -2.5% | -1.6% |
| 30D | +9.0% | +8.7% | +0.4% | +3.4% |
| 3M | +3.3% | +6.4% | -3.1% | -0.7% |
| 6M | +5.7% | +0.7% | +5.0% | +5.1% |
| YTD | +7.3% | +23.0% | -15.7% | -6.7% |
| 1Y | +2.9% | +17.9% | -15.0% | -8.0% |
| 3Y | +29.3% | +154.9% | -125.6% | -32.1% |
| 5Y | +40.1% | +157.3% | -117.2% | -27.4% |
| 10Y | +197.7% | +373.4% | -175.7% | +6.2% |
| All | +2,446.2% | +4,599.0% | -2,152.8% | +226.3% |
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 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