+1,872.1%
T vs ETR
+4,412.2%
-2,540.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.5% | -1.8% |
| 7D | -1.3% | +1.4% | -2.7% | -1.8% |
| 30D | +11.4% | +1.0% | +10.4% | +10.9% |
| 3M | +14.3% | -1.3% | +15.5% | +14.8% |
| 6M | -9.3% | +1.9% | -11.1% | -10.2% |
| YTD | +7.1% | +18.2% | -11.1% | +0.3% |
| 1Y | -9.1% | +24.7% | -33.8% | -16.8% |
| 3Y | +105.3% | +150.7% | -45.3% | +43.2% |
| 5Y | +66.8% | +127.0% | -60.2% | +19.5% |
| 10Y | +66.8% | +295.5% | -228.7% | -5.0% |
| All | +1,872.1% | +4,412.2% | -2,540.1% | +397.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling