+151.2%
GE vs ETR
+379.5%
-228.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.4% | -3.5% |
| 7D | +5.1% | +1.5% | +3.6% | +4.5% |
| 30D | +7.6% | +6.6% | +0.9% | +4.7% |
| 3M | -9.3% | +4.4% | -13.7% | -11.0% |
| 6M | +11.5% | -0.3% | +11.8% | +11.4% |
| YTD | +7.9% | +23.3% | -15.4% | -2.2% |
| 1Y | +7.6% | +18.9% | -11.2% | -0.8% |
| 3Y | +265.9% | +155.5% | +110.4% | +135.2% |
| 5Y | +405.9% | +159.9% | +246.0% | +215.3% |
| All | +151.2% | +379.5% | -228.2% | +42.2% |
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