+5,993.3%
FIX vs ETR
+295.2%
+5,698.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +1.7% |
| 7D | +6.1% | +1.4% | +4.6% | +5.3% |
| 30D | -2.7% | +1.9% | -4.5% | -3.6% |
| 3M | -10.9% | +1.0% | -11.9% | -11.6% |
| 6M | +29.0% | +4.8% | +24.2% | +25.2% |
| YTD | +76.9% | +19.5% | +57.3% | +60.1% |
| 1Y | +130.7% | +28.1% | +102.6% | +101.6% |
| 3Y | +790.7% | +151.1% | +639.5% | +442.7% |
| 5Y | +2,185.6% | +125.2% | +2,060.4% | +1,347.7% |
| 10Y | +5,993.3% | +291.1% | +5,702.2% | +3,349.4% |
| All | +5,993.3% | +295.2% | +5,698.1% | +3,349.4% |
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