+2,340.5%
EXC vs ETR
+4,412.2%
-2,071.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.8% |
| 7D | +0.3% | +1.4% | -1.2% | -0.6% |
| 30D | -3.7% | +1.0% | -4.7% | -4.3% |
| 3M | -1.3% | -1.3% | 0.0% | -0.5% |
| 6M | -9.7% | +1.9% | -11.6% | -11.3% |
| YTD | +2.9% | +18.2% | -15.3% | -8.2% |
| 1Y | +4.4% | +24.7% | -20.3% | -10.2% |
| 3Y | +22.2% | +150.7% | -128.5% | -35.2% |
| 5Y | +46.7% | +127.0% | -80.3% | -17.6% |
| 10Y | +155.3% | +295.5% | -140.1% | +1.9% |
| All | +2,340.5% | +4,412.2% | -2,071.7% | +221.0% |
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 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