+572.2%
PBR vs ETR
+123.0%
+449.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.5% |
| 7D | +4.2% | -1.9% | +6.1% | +4.7% |
| 30D | +22.7% | -0.2% | +22.9% | +22.7% |
| 3M | +21.5% | -3.7% | +25.2% | +22.5% |
| 6M | +24.0% | +2.1% | +21.9% | +22.9% |
| YTD | +88.2% | +16.5% | +71.8% | +80.1% |
| 1Y | +74.8% | +22.5% | +52.3% | +64.9% |
| 3Y | +105.1% | +144.7% | -39.5% | +56.3% |
| 5Y | +572.2% | +125.2% | +447.0% | +414.5% |
| All | +572.2% | +123.0% | +449.2% | +414.5% |
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 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