+64.3%
T vs ETR
+303.8%
-239.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.3% |
| 7D | -3.1% | +0.4% | -3.5% | -3.2% |
| 30D | +4.6% | +2.0% | +2.5% | +3.7% |
| 3M | +12.2% | -1.7% | +13.9% | +12.9% |
| 6M | -6.5% | +3.6% | -10.0% | -8.0% |
| YTD | +4.9% | +18.0% | -13.2% | -2.1% |
| 1Y | -10.5% | +26.2% | -36.7% | -18.9% |
| 3Y | +104.6% | +148.0% | -43.4% | +38.4% |
| 5Y | +64.2% | +126.1% | -61.8% | +14.0% |
| All | +64.3% | +303.8% | -239.5% | -2.8% |
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 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