+252.8%
SPOT vs ETR
+263.3%
-10.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +0.8% |
| 7D | -3.1% | -1.8% | -1.3% | -2.9% |
| 30D | +7.4% | -1.8% | +9.1% | +7.6% |
| 3M | +8.2% | -3.6% | +11.8% | +8.5% |
| 6M | +2.2% | +2.6% | -0.4% | +1.5% |
| YTD | -9.5% | +16.0% | -25.5% | -11.6% |
| 1Y | -23.8% | +20.1% | -44.0% | -26.0% |
| 3Y | +233.5% | +143.6% | +89.9% | +196.6% |
| 5Y | +112.2% | +124.4% | -12.2% | +90.1% |
| All | +252.8% | +263.3% | -10.5% | +229.7% |
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