+1,895.7%
TER vs ETR
+288.4%
+1,607.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +3.6% |
| 7D | +12.4% | +0.4% | +12.0% | +12.2% |
| 30D | +5.1% | +2.0% | +3.1% | +4.4% |
| 3M | +4.0% | -1.7% | +5.6% | +4.4% |
| 6M | +29.5% | +3.6% | +25.9% | +27.3% |
| YTD | +98.5% | +18.0% | +80.4% | +86.3% |
| 1Y | +234.1% | +26.2% | +207.8% | +206.9% |
| 3Y | +289.0% | +148.0% | +141.0% | +173.3% |
| 5Y | +228.2% | +126.1% | +102.1% | +136.2% |
| 10Y | +1,895.7% | +302.3% | +1,593.4% | +1,221.6% |
| All | +1,895.7% | +288.4% | +1,607.3% | +1,221.6% |
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