+662.0%
PBR vs ETR
+296.9%
+365.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.7% |
| 7D | +5.4% | -1.8% | +7.2% | +6.3% |
| 30D | +22.9% | -1.8% | +24.6% | +23.8% |
| 3M | +19.6% | -3.6% | +23.2% | +21.4% |
| 6M | +16.5% | +2.6% | +13.9% | +14.0% |
| YTD | +86.7% | +16.0% | +70.6% | +71.0% |
| 1Y | +74.7% | +20.1% | +54.6% | +56.9% |
| 3Y | +102.6% | +143.6% | -41.0% | +18.2% |
| 5Y | +566.6% | +124.4% | +442.2% | +295.2% |
| All | +662.0% | +296.9% | +365.2% | +371.5% |
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