+10.2%
O vs ETR
+158.0%
-147.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +0.6% | +0.1% | +0.5% | +0.6% |
| 30D | +9.4% | +7.7% | +1.7% | +6.4% |
| 3M | -2.4% | +5.7% | -8.1% | -4.5% |
| 6M | -1.9% | -0.3% | -1.6% | -1.9% |
| YTD | +10.5% | +23.4% | -12.9% | +1.7% |
| 1Y | +10.0% | +18.5% | -8.5% | +2.7% |
| 3Y | +40.5% | +155.6% | -115.1% | -8.3% |
| 5Y | +10.2% | +158.7% | -148.5% | -27.6% |
| All | +10.2% | +158.0% | -147.8% | -27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling