+81.7%
SPY vs ETR
+122.8%
-41.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | -0.4% | +0.4% | -0.8% | -0.5% |
| 30D | -1.4% | +2.0% | -3.4% | -1.9% |
| 3M | +3.7% | -1.7% | +5.4% | +4.0% |
| 6M | +13.0% | +3.6% | +9.4% | +11.5% |
| YTD | +12.4% | +18.0% | -5.7% | +6.9% |
| 1Y | +18.5% | +26.2% | -7.7% | +10.6% |
| 3Y | +77.6% | +148.0% | -70.4% | +33.3% |
| 5Y | +81.7% | +126.1% | -44.4% | +39.5% |
| All | +81.7% | +122.8% | -41.1% | +39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling