+10,532.9%
TER vs ETR
+4,610.8%
+5,922.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.3% | +8.1% | +8.2% |
| 7D | +5.9% | +0.1% | +5.8% | +6.0% |
| 30D | -30.8% | +7.7% | -38.5% | -32.5% |
| 3M | -29.9% | +5.7% | -35.7% | -31.3% |
| 6M | -27.5% | -0.3% | -27.2% | -27.6% |
| YTD | +37.5% | +23.4% | +14.1% | +27.7% |
| 1Y | +50.3% | +18.5% | +31.8% | +41.5% |
| 3Y | +204.9% | +155.6% | +49.3% | +117.8% |
| 5Y | +89.2% | +158.7% | -69.5% | +33.0% |
| 10Y | +1,077.0% | +377.8% | +699.2% | +560.7% |
| All | +10,532.9% | +4,610.8% | +5,922.1% | +3,490.5% |
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