+1,027.6%
FIX vs ETR
+157.6%
+870.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | +9.4% | +1.2% | +8.3% | +8.9% |
| 30D | -27.8% | +7.0% | -34.8% | -30.3% |
| 3M | -35.6% | +4.6% | -40.2% | -37.1% |
| 6M | -45.2% | +0.1% | -45.4% | -45.5% |
| YTD | +19.5% | +23.2% | -3.7% | +7.3% |
| 1Y | +24.2% | +20.6% | +3.7% | +12.9% |
| 3Y | +494.2% | +156.3% | +337.9% | +303.5% |
| All | +1,027.6% | +157.6% | +870.0% | +648.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling