+62.5%
T vs ETR
+378.9%
-316.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +2.5% | +1.2% | +1.4% | +2.1% |
| 30D | -3.8% | +7.0% | -10.8% | -6.2% |
| 3M | -8.7% | +4.6% | -13.3% | -10.4% |
| 6M | -8.1% | +0.1% | -8.3% | -8.3% |
| YTD | -6.4% | +23.2% | -29.6% | -14.1% |
| 1Y | -9.8% | +20.6% | -30.3% | -16.5% |
| 3Y | +65.5% | +156.3% | -90.8% | +10.4% |
| 5Y | +57.0% | +159.6% | -102.7% | +3.0% |
| All | +62.5% | +378.9% | -316.4% | -10.3% |
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