+206.2%
TER vs ETR
+127.3%
+79.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.0% | +5.6% |
| 7D | +0.6% | +1.4% | -0.8% | +0.2% |
| 30D | -8.3% | +1.0% | -9.3% | -8.5% |
| 3M | -12.2% | -1.3% | -11.0% | -12.2% |
| 6M | +17.1% | +1.9% | +15.2% | +16.1% |
| YTD | +84.7% | +18.2% | +66.5% | +76.6% |
| 1Y | +199.9% | +24.7% | +175.2% | +184.2% |
| 3Y | +232.8% | +150.7% | +82.1% | +167.5% |
| All | +206.2% | +127.3% | +79.0% | +154.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling