+74.3%
F vs ETR
+369.0%
-294.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | +1.0% | +2.6% | -1.6% | -0.1% |
| 30D | +2.1% | +8.7% | -6.5% | -1.3% |
| 3M | -10.3% | +6.4% | -16.6% | -12.6% |
| 6M | +3.3% | +0.7% | +2.6% | +2.5% |
| YTD | -2.0% | +23.0% | -25.0% | -11.2% |
| 1Y | -2.3% | +17.9% | -20.2% | -9.9% |
| 3Y | +49.9% | +154.9% | -105.0% | -4.8% |
| 5Y | -12.5% | +157.3% | -169.7% | -45.1% |
| 10Y | +74.3% | +373.4% | -299.1% | +6.3% |
| All | +74.3% | +369.0% | -294.7% | +6.3% |
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 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