+12,471.5%
FIX vs ETR
+2,441.1%
+10,030.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | +6.0% | +1.4% | +4.6% | +5.4% |
| 30D | -7.2% | +1.0% | -8.2% | -7.6% |
| 3M | -15.9% | -1.3% | -14.6% | -15.5% |
| 6M | +12.7% | +1.9% | +10.9% | +11.7% |
| YTD | +72.8% | +18.2% | +54.6% | +61.8% |
| 1Y | +122.9% | +24.7% | +98.2% | +104.7% |
| 3Y | +774.3% | +150.7% | +623.6% | +514.9% |
| 5Y | +2,049.5% | +127.0% | +1,922.4% | +1,452.1% |
| 10Y | +5,821.5% | +295.5% | +5,526.0% | +3,439.2% |
| All | +12,471.5% | +2,441.1% | +10,030.4% | +5,841.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling