-35.7%
U vs ETR
+167.0%
-202.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.4% | +4.9% | +4.5% |
| 7D | +5.5% | -1.8% | +7.3% | +5.8% |
| 30D | -1.3% | -1.8% | +0.5% | -1.0% |
| 3M | +64.6% | -3.6% | +68.2% | +65.2% |
| 6M | +119.4% | +2.6% | +116.7% | +117.1% |
| YTD | -0.5% | +16.0% | -16.5% | -3.9% |
| 1Y | +1.3% | +20.1% | -18.8% | -2.7% |
| 3Y | +15.6% | +143.6% | -128.0% | -2.4% |
| 5Y | -67.5% | +124.4% | -191.8% | -71.3% |
| All | -35.7% | +167.0% | -202.7% | -40.5% |
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 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