+1,422.9%
RF vs ETR
+4,599.0%
-3,176.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +0.3% | +2.6% | -2.2% | -0.7% |
| 30D | +6.2% | +8.7% | -2.5% | +2.5% |
| 3M | -7.8% | +6.4% | -14.2% | -10.3% |
| 6M | +5.9% | +0.7% | +5.2% | +5.3% |
| YTD | +9.0% | +23.0% | -14.0% | -1.0% |
| 1Y | +19.3% | +17.9% | +1.4% | +10.2% |
| 3Y | +116.4% | +154.9% | -38.5% | +41.3% |
| 5Y | +46.0% | +157.3% | -111.2% | -6.3% |
| 10Y | +239.8% | +373.4% | -133.6% | +71.7% |
| All | +1,422.9% | +4,599.0% | -3,176.1% | +389.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling