+3,800.0%
FIX vs ETR
+356.9%
+3,443.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.1% | +8.3% | +8.8% |
| 7D | -7.2% | +1.7% | -9.0% | -8.3% |
| 30D | -35.1% | +8.7% | -43.9% | -38.3% |
| 3M | -34.3% | +4.9% | -39.2% | -36.1% |
| 6M | -42.9% | +0.8% | -43.7% | -43.5% |
| YTD | +19.5% | +23.1% | -3.7% | +5.9% |
| 1Y | +16.8% | +17.9% | -1.1% | +6.2% |
| 3Y | +506.7% | +154.5% | +352.2% | +264.7% |
| 5Y | +1,046.7% | +160.3% | +886.4% | +563.6% |
| 10Y | +3,800.0% | +366.9% | +3,433.0% | +1,937.2% |
| All | +3,800.0% | +356.9% | +3,443.0% | +1,937.2% |
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