+1,604.0%
T vs ETR
+4,599.0%
-2,995.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | +2.6% | +2.6% | 0.0% | +1.6% |
| 30D | -1.1% | +8.7% | -9.7% | -4.0% |
| 3M | -7.7% | +6.4% | -14.1% | -9.9% |
| 6M | -10.6% | +0.7% | -11.3% | -11.0% |
| YTD | -7.5% | +23.0% | -30.5% | -14.7% |
| 1Y | -7.4% | +17.9% | -25.3% | -13.4% |
| 3Y | +63.1% | +154.9% | -91.9% | +13.0% |
| 5Y | +55.2% | +157.3% | -102.1% | +6.2% |
| 10Y | +58.8% | +373.4% | -314.6% | -15.2% |
| All | +1,604.0% | +4,599.0% | -2,995.0% | +323.0% |
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