+9,741.5%
TER vs ETR
+4,602.4%
+5,139.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.1% | +11.6% | +12.4% |
| 7D | -5.8% | +1.7% | -7.5% | -6.3% |
| 30D | -38.9% | +8.7% | -47.7% | -40.7% |
| 3M | -35.1% | +4.9% | -40.0% | -36.2% |
| 6M | -31.6% | +0.8% | -32.3% | -32.0% |
| YTD | +27.2% | +23.1% | +4.1% | +18.2% |
| 1Y | +35.2% | +17.9% | +17.3% | +27.5% |
| 3Y | +192.8% | +154.5% | +38.3% | +109.5% |
| 5Y | +72.4% | +160.3% | -87.8% | +20.9% |
| 10Y | +1,001.8% | +366.9% | +634.9% | +523.1% |
| All | +9,741.5% | +4,602.4% | +5,139.2% | +3,225.1% |
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 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