+340.4%
RF vs ETR
+293.5%
+47.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | +1.3% | +1.4% | -0.1% | +0.6% |
| 30D | -3.6% | +1.0% | -4.6% | -4.1% |
| 3M | +8.1% | -1.3% | +9.3% | +8.5% |
| 6M | +11.5% | +1.9% | +9.6% | +9.6% |
| YTD | +15.6% | +18.2% | -2.6% | +5.1% |
| 1Y | +15.7% | +24.7% | -9.0% | +2.1% |
| 3Y | +86.9% | +150.7% | -63.8% | +10.8% |
| 5Y | +89.8% | +127.0% | -37.2% | +16.0% |
| All | +340.4% | +293.5% | +47.0% | +192.5% |
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