+2,498.9%
MAR vs ETR
+2,124.6%
+374.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -4.2% | +1.4% | -5.6% | -4.7% |
| 30D | -6.7% | +1.0% | -7.7% | -7.0% |
| 3M | -12.5% | -1.3% | -11.2% | -12.3% |
| 6M | +0.6% | +1.9% | -1.3% | -0.7% |
| YTD | +9.1% | +18.2% | -9.0% | +1.9% |
| 1Y | +26.2% | +24.7% | +1.5% | +15.4% |
| 3Y | +68.2% | +150.7% | -82.5% | +16.1% |
| 5Y | +163.9% | +127.0% | +36.9% | +86.3% |
| 10Y | +420.6% | +295.5% | +125.1% | +191.7% |
| All | +2,498.9% | +2,124.6% | +374.4% | +806.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling