+14,183.4%
TER vs ETR
+4,412.2%
+9,771.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.0% | +5.6% |
| 7D | +0.6% | +1.4% | -0.8% | +0.1% |
| 30D | -8.3% | +1.0% | -9.3% | -8.6% |
| 3M | -12.2% | -1.3% | -11.0% | -12.1% |
| 6M | +17.1% | +1.9% | +15.2% | +15.9% |
| YTD | +84.7% | +18.2% | +66.5% | +74.1% |
| 1Y | +199.9% | +24.7% | +175.2% | +178.1% |
| 3Y | +232.8% | +150.7% | +82.1% | +139.0% |
| 5Y | +198.6% | +127.0% | +71.5% | +119.2% |
| 10Y | +1,669.7% | +295.5% | +1,374.3% | +956.6% |
| All | +14,183.4% | +4,412.2% | +9,771.2% | +4,797.1% |
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