+136.9%
GOOGL vs ETR
+126.1%
+10.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.0% |
| 7D | -1.9% | +0.4% | -2.2% | -1.9% |
| 30D | -7.5% | +2.0% | -9.5% | -7.8% |
| 3M | -9.2% | -1.7% | -7.5% | -9.1% |
| 6M | +8.1% | +3.6% | +4.5% | +6.9% |
| YTD | +5.8% | +18.0% | -12.2% | +1.7% |
| 1Y | +38.3% | +26.2% | +12.1% | +31.1% |
| 3Y | +144.8% | +148.0% | -3.2% | +92.5% |
| All | +136.9% | +126.1% | +10.9% | +93.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling