+13,164.2%
GOOG vs ETR
+743.9%
+12,420.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.7% |
| 7D | -1.6% | +0.4% | -1.9% | -1.7% |
| 30D | -7.7% | +2.0% | -9.7% | -8.4% |
| 3M | -9.3% | -1.7% | -7.6% | -9.0% |
| 6M | +7.4% | +3.6% | +3.9% | +5.4% |
| YTD | +4.9% | +18.0% | -13.2% | -2.0% |
| 1Y | +37.2% | +26.2% | +11.0% | +25.2% |
| 3Y | +141.6% | +148.0% | -6.4% | +67.8% |
| 5Y | +128.8% | +126.1% | +2.7% | +62.4% |
| 10Y | +772.7% | +302.3% | +470.5% | +373.4% |
| All | +13,164.2% | +743.9% | +12,420.3% | +4,789.5% |
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