+3,653.2%
FIX vs ETR
+352.3%
+3,300.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.2% | +5.2% | +5.3% |
| 7D | -17.5% | +0.4% | -17.9% | -17.8% |
| 30D | -41.6% | +7.5% | -49.1% | -44.1% |
| 3M | -40.6% | +4.4% | -45.0% | -42.2% |
| 6M | -49.4% | -1.5% | -47.8% | -49.2% |
| YTD | +9.2% | +21.8% | -12.6% | -2.5% |
| 1Y | +6.5% | +18.4% | -11.9% | -3.3% |
| 3Y | +448.7% | +148.5% | +300.2% | +236.2% |
| 5Y | +948.7% | +152.6% | +796.1% | +521.2% |
| All | +3,653.2% | +352.3% | +3,300.8% | +2,017.1% |
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