+86.4%
F vs ETR
+295.2%
-208.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.2% | -5.4% | -4.7% |
| 7D | +1.2% | +1.4% | -0.3% | +0.6% |
| 30D | +1.2% | +1.9% | -0.6% | +0.4% |
| 3M | -5.7% | +1.0% | -6.6% | -6.4% |
| 6M | +17.9% | +4.8% | +13.1% | +14.5% |
| YTD | +10.4% | +19.5% | -9.1% | +1.3% |
| 1Y | +25.3% | +28.1% | -2.8% | +11.5% |
| 3Y | +37.5% | +151.1% | -113.7% | -11.9% |
| 5Y | +46.5% | +125.2% | -78.6% | -2.2% |
| 10Y | +86.4% | +291.1% | -204.8% | +17.0% |
| All | +86.4% | +295.2% | -208.8% | +17.0% |
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