+1,449.6%
NET vs ETR
+142.0%
+1,307.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | -7.0% | +1.4% | -8.4% | -7.2% |
| 30D | -4.8% | +1.0% | -5.8% | -5.0% |
| 3M | +3.8% | -1.3% | +5.1% | +3.9% |
| 6M | +50.0% | +1.9% | +48.2% | +48.7% |
| YTD | +41.5% | +18.2% | +23.3% | +36.2% |
| 1Y | +32.8% | +24.7% | +8.2% | +26.6% |
| 3Y | +335.9% | +150.7% | +185.2% | +262.1% |
| 5Y | +113.8% | +127.0% | -13.2% | +81.6% |
| All | +1,449.6% | +142.0% | +1,307.6% | +1,163.0% |
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