+5,387.7%
O vs ETR
+3,330.2%
+2,057.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | -0.7% | +1.4% | -2.2% | -1.3% |
| 30D | -1.9% | +1.0% | -2.9% | -2.3% |
| 3M | +3.8% | -1.3% | +5.1% | +4.3% |
| 6M | -4.7% | +1.9% | -6.6% | -5.8% |
| YTD | +12.5% | +18.2% | -5.7% | +4.5% |
| 1Y | +10.8% | +24.7% | -13.8% | +0.6% |
| 3Y | +28.8% | +150.7% | -121.9% | -14.4% |
| 5Y | +13.2% | +127.0% | -113.8% | -22.3% |
| 10Y | +53.5% | +295.5% | -242.0% | -12.4% |
| All | +5,387.7% | +3,330.2% | +2,057.5% | +2,429.7% |
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