+272.5%
RF vs ETR
+352.3%
-79.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -0.9% | +0.4% | -1.3% | -1.1% |
| 30D | +6.0% | +7.5% | -1.5% | +2.3% |
| 3M | -8.9% | +4.4% | -13.3% | -10.9% |
| 6M | +2.3% | -1.5% | +3.9% | +2.7% |
| YTD | +7.6% | +21.8% | -14.2% | -3.8% |
| 1Y | +21.2% | +18.4% | +2.8% | +9.8% |
| 3Y | +108.5% | +148.5% | -40.0% | +23.7% |
| 5Y | +43.2% | +152.6% | -109.4% | -18.1% |
| All | +272.5% | +352.3% | -79.9% | +156.2% |
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