+162.2%
W vs ETR
+288.4%
-126.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.4% | +0.8% |
| 7D | +5.9% | +0.4% | +5.5% | +5.7% |
| 30D | -3.0% | +2.0% | -5.1% | -4.1% |
| 3M | +40.3% | -1.7% | +42.0% | +41.5% |
| 6M | +32.2% | +3.6% | +28.6% | +28.6% |
| YTD | -0.3% | +18.0% | -18.3% | -9.8% |
| 1Y | +16.2% | +26.2% | -10.1% | +0.9% |
| 3Y | +40.7% | +148.0% | -107.3% | -17.8% |
| 5Y | -62.3% | +126.1% | -188.4% | -77.2% |
| 10Y | +162.2% | +302.3% | -140.0% | +65.0% |
| All | +162.2% | +288.4% | -126.2% | +65.0% |
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