+2,417.1%
MSCI vs ETR
+290.9%
+2,126.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +0.4% | +1.4% | -1.0% | -0.3% |
| 30D | +0.6% | +1.0% | -0.4% | 0.0% |
| 3M | -7.1% | -1.3% | -5.8% | -6.9% |
| 6M | +0.8% | +1.9% | -1.1% | -1.4% |
| YTD | +1.0% | +18.2% | -17.2% | -8.7% |
| 1Y | +4.3% | +24.7% | -20.4% | -8.6% |
| 3Y | +9.9% | +150.7% | -140.7% | -35.3% |
| 5Y | -6.8% | +127.0% | -133.8% | -43.0% |
| 10Y | +614.7% | +295.5% | +319.2% | +208.4% |
| All | +2,417.1% | +290.9% | +2,126.2% | +878.6% |
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