+631.0%
MSCI vs ETR
+288.4%
+342.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.8% | +1.1% |
| 7D | -1.1% | +0.4% | -1.5% | -1.3% |
| 30D | -1.2% | +2.0% | -3.2% | -2.1% |
| 3M | -8.4% | -1.7% | -6.7% | -8.1% |
| 6M | -1.0% | +3.6% | -4.6% | -3.7% |
| YTD | -2.3% | +18.0% | -20.3% | -10.7% |
| 1Y | -1.2% | +26.2% | -27.4% | -12.7% |
| 3Y | +7.9% | +148.0% | -140.1% | -33.4% |
| 5Y | -10.1% | +126.1% | -136.1% | -42.4% |
| 10Y | +631.0% | +302.3% | +328.7% | +279.1% |
| All | +631.0% | +288.4% | +342.6% | +279.1% |
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 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