+277.0%
IR vs ETR
+299.3%
-22.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.8% | -1.6% |
| 7D | -1.9% | +0.4% | -2.3% | -2.0% |
| 30D | -15.0% | +2.0% | -17.1% | -15.7% |
| 3M | -0.4% | -1.7% | +1.3% | +0.1% |
| 6M | -15.0% | +3.6% | -18.6% | -16.6% |
| YTD | -7.1% | +18.0% | -25.1% | -13.1% |
| 1Y | -7.5% | +26.2% | -33.8% | -15.8% |
| 3Y | +6.3% | +148.0% | -141.7% | -26.8% |
| 5Y | +37.3% | +126.1% | -88.7% | -2.8% |
| All | +277.0% | +299.3% | -22.3% | +166.8% |
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