+81.0%
F vs ETR
+356.9%
-275.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.2% |
| 7D | -0.6% | +1.7% | -2.4% | -1.3% |
| 30D | +2.9% | +8.7% | -5.9% | -0.6% |
| 3M | -9.5% | +4.9% | -14.4% | -11.3% |
| 6M | +4.0% | +0.8% | +3.2% | +3.2% |
| YTD | -1.3% | +23.1% | -24.4% | -10.6% |
| 1Y | -1.9% | +17.9% | -19.8% | -9.6% |
| 3Y | +53.5% | +154.5% | -101.0% | -2.3% |
| 5Y | -15.1% | +160.3% | -175.4% | -47.0% |
| 10Y | +81.0% | +366.9% | -286.0% | +12.6% |
| All | +81.0% | +356.9% | -275.9% | +12.6% |
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 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