+1,381.0%
NET vs ETR
+152.4%
+1,228.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.7% | -5.3% | -3.0% |
| 7D | -16.4% | +3.7% | -20.1% | -16.8% |
| 30D | -25.8% | +11.0% | -36.8% | -27.0% |
| 3M | -11.5% | +3.4% | -14.9% | -12.1% |
| 6M | +18.9% | -3.3% | +22.2% | +19.3% |
| YTD | +35.2% | +23.3% | +12.0% | +29.2% |
| 1Y | +14.5% | +19.2% | -4.7% | +10.1% |
| 3Y | +313.8% | +151.3% | +162.5% | +244.5% |
| 5Y | +32.6% | +159.1% | -126.5% | +9.9% |
| All | +1,381.0% | +152.4% | +1,228.6% | +1,098.6% |
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 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