+309.3%
SPY vs ETR
+379.5%
-70.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.3% |
| 7D | +3.3% | +1.5% | +1.8% | +2.8% |
| 30D | -2.7% | +6.6% | -9.3% | -4.8% |
| 3M | -1.7% | +4.4% | -6.2% | -3.3% |
| 6M | +3.1% | -0.3% | +3.4% | +2.8% |
| YTD | +11.9% | +23.3% | -11.4% | +2.9% |
| 1Y | +12.0% | +18.9% | -6.9% | +4.4% |
| 3Y | +78.2% | +155.5% | -77.3% | +21.5% |
| 5Y | +73.2% | +159.9% | -86.7% | +15.8% |
| All | +309.3% | +379.5% | -70.1% | +147.2% |
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