+220.4%
W vs ETR
+374.5%
-154.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | -7.4% | +0.1% | -7.5% | -7.4% |
| 30D | +7.8% | +7.7% | +0.1% | +4.0% |
| 3M | +10.9% | +5.7% | +5.2% | +7.9% |
| 6M | +86.4% | -0.3% | +86.7% | +86.7% |
| YTD | +14.0% | +23.4% | -9.4% | +0.8% |
| 1Y | +3.5% | +18.5% | -15.0% | -6.5% |
| 3Y | +164.8% | +155.6% | +9.2% | +52.2% |
| 5Y | -53.1% | +158.7% | -211.8% | -73.7% |
| 10Y | +220.4% | +377.8% | -157.3% | +106.5% |
| All | +220.4% | +374.5% | -154.0% | +106.5% |
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