+52.3%
O vs ETR
+303.8%
-251.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -0.7% |
| 7D | -2.3% | +0.4% | -2.7% | -2.5% |
| 30D | -2.4% | +2.0% | -4.5% | -3.7% |
| 3M | -0.6% | -1.7% | +1.1% | +0.2% |
| 6M | -5.0% | +3.6% | -8.6% | -7.6% |
| YTD | +10.4% | +18.0% | -7.7% | -1.1% |
| 1Y | +6.6% | +26.2% | -19.7% | -8.6% |
| 3Y | +28.4% | +148.0% | -119.6% | -32.5% |
| 5Y | +15.3% | +126.1% | -110.8% | -37.1% |
| All | +52.3% | +303.8% | -251.5% | -43.0% |
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