+13,503.3%
GOOGL vs ETR
+754.7%
+12,748.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.4% |
| 7D | +1.1% | +1.4% | -0.3% | +0.6% |
| 30D | -4.4% | +1.9% | -6.3% | -5.1% |
| 3M | -6.8% | +1.0% | -7.8% | -7.4% |
| 6M | +13.6% | +4.8% | +8.7% | +10.9% |
| YTD | +8.3% | +19.5% | -11.2% | +0.7% |
| 1Y | +44.9% | +28.1% | +16.8% | +31.5% |
| 3Y | +150.5% | +151.1% | -0.7% | +72.5% |
| 5Y | +137.7% | +125.2% | +12.6% | +68.5% |
| 10Y | +750.9% | +291.1% | +459.8% | +364.7% |
| All | +13,503.3% | +754.7% | +12,748.6% | +4,866.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling