+7,843.3%
FIX vs ETR
+2,518.8%
+5,324.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.2% | +5.2% | +5.4% |
| 7D | -17.5% | +0.4% | -17.9% | -17.7% |
| 30D | -41.6% | +7.5% | -49.1% | -43.4% |
| 3M | -40.6% | +4.4% | -45.0% | -41.7% |
| 6M | -49.4% | -1.5% | -47.8% | -49.3% |
| YTD | +9.2% | +21.8% | -12.6% | +0.8% |
| 1Y | +6.5% | +18.4% | -11.9% | -0.5% |
| 3Y | +448.7% | +148.5% | +300.2% | +286.6% |
| 5Y | +948.7% | +152.6% | +796.1% | +626.2% |
| 10Y | +3,659.7% | +354.5% | +3,305.3% | +2,041.4% |
| All | +7,843.3% | +2,518.8% | +5,324.5% | +3,600.9% |
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