+336.0%
IR vs ETR
+317.3%
+18.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | +7.6% | +7.7% | -0.1% | +4.6% |
| 3M | +0.1% | +5.7% | -5.6% | -2.1% |
| 6M | +14.0% | -0.3% | +14.2% | +13.8% |
| YTD | +7.5% | +23.4% | -15.9% | -1.2% |
| 1Y | +10.1% | +18.5% | -8.4% | +2.7% |
| 3Y | +24.9% | +155.6% | -130.7% | -14.9% |
| 5Y | +46.9% | +158.7% | -111.8% | -1.3% |
| All | +336.0% | +317.3% | +18.7% | +203.3% |
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