+153.1%
MAR vs ETR
+123.0%
+30.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.4% |
| 7D | -2.1% | -1.9% | -0.2% | -1.7% |
| 30D | -5.7% | -0.2% | -5.5% | -5.6% |
| 3M | -14.6% | -3.7% | -10.9% | -14.0% |
| 6M | +1.3% | +2.1% | -0.7% | +0.5% |
| YTD | +6.7% | +16.5% | -9.8% | +2.3% |
| 1Y | +26.4% | +22.5% | +3.9% | +19.7% |
| 3Y | +64.7% | +144.7% | -79.9% | +30.2% |
| 5Y | +153.1% | +125.2% | +27.8% | +106.1% |
| All | +153.1% | +123.0% | +30.0% | +106.1% |
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