+66.9%
T vs ETR
+298.4%
-231.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.1% |
| 7D | -2.4% | -1.9% | -0.5% | -1.7% |
| 30D | +4.3% | -0.2% | +4.5% | +4.3% |
| 3M | +11.6% | -3.7% | +15.3% | +13.1% |
| 6M | -5.6% | +2.1% | -7.7% | -6.7% |
| YTD | +6.6% | +16.5% | -9.9% | 0.0% |
| 1Y | -8.4% | +22.5% | -30.9% | -16.0% |
| 3Y | +107.8% | +144.7% | -36.8% | +41.3% |
| 5Y | +68.3% | +125.2% | -56.9% | +17.0% |
| All | +66.9% | +298.4% | -231.4% | -0.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling