+2,715.8%
MSCI vs ETR
+302.8%
+2,413.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.4% |
| 7D | +2.8% | +0.4% | +2.4% | +2.7% |
| 30D | +15.4% | +7.5% | +7.9% | +11.5% |
| 3M | +13.4% | +4.4% | +9.0% | +10.9% |
| 6M | +10.9% | -1.5% | +12.5% | +11.0% |
| YTD | +13.0% | +21.8% | -8.8% | +0.6% |
| 1Y | +12.0% | +18.4% | -6.4% | +1.1% |
| 3Y | +34.1% | +148.5% | -114.4% | -20.5% |
| 5Y | +3.9% | +152.6% | -148.7% | -39.9% |
| 10Y | +802.0% | +354.5% | +447.6% | +260.8% |
| All | +2,715.8% | +302.8% | +2,413.0% | +978.2% |
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