+740.7%
GOOGL vs ETR
+298.4%
+442.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +1.0% |
| 7D | -2.8% | -1.9% | -0.9% | -2.3% |
| 30D | -3.2% | -0.2% | -3.0% | -3.2% |
| 3M | -6.6% | -3.7% | -2.9% | -5.8% |
| 6M | +8.5% | +2.1% | +6.4% | +7.2% |
| YTD | +6.5% | +16.5% | -10.0% | +1.0% |
| 1Y | +39.4% | +22.5% | +16.9% | +30.3% |
| 3Y | +146.2% | +144.7% | +1.5% | +80.6% |
| 5Y | +138.3% | +125.2% | +13.1% | +78.2% |
| All | +740.7% | +298.4% | +442.3% | +460.2% |
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