+43.3%
IR vs ETR
+129.9%
-86.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -2.0% |
| 7D | +0.6% | +1.4% | -0.8% | +0.2% |
| 30D | -13.6% | +1.9% | -15.5% | -14.2% |
| 3M | +3.7% | +1.0% | +2.7% | +3.3% |
| 6M | -13.1% | +4.8% | -17.9% | -14.7% |
| YTD | -5.1% | +19.5% | -24.7% | -10.7% |
| 1Y | -6.5% | +28.1% | -34.6% | -14.0% |
| 3Y | +8.5% | +151.1% | -142.6% | -21.1% |
| 5Y | +43.3% | +125.2% | -81.9% | +5.1% |
| All | +43.3% | +129.9% | -86.6% | +5.1% |
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