+209.8%
RF vs ETR
+379.5%
-169.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.4% |
| 7D | +0.4% | +1.5% | -1.1% | -0.4% |
| 30D | +5.6% | +6.6% | -1.1% | +2.2% |
| 3M | -8.9% | +4.4% | -13.3% | -10.9% |
| 6M | +7.1% | -0.3% | +7.4% | +6.8% |
| YTD | +8.3% | +23.3% | -15.0% | -3.9% |
| 1Y | +16.8% | +18.9% | -2.0% | +5.6% |
| 3Y | +115.0% | +155.5% | -40.5% | +24.5% |
| 5Y | +46.4% | +159.9% | -113.5% | -18.4% |
| All | +209.8% | +379.5% | -169.6% | +101.0% |
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