-62.1%
W vs ETR
+129.9%
-192.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.6% | +0.1% |
| 7D | +6.5% | +1.4% | +5.1% | +5.9% |
| 30D | -6.2% | +1.9% | -8.1% | -6.9% |
| 3M | +48.9% | +1.0% | +47.9% | +48.3% |
| 6M | +31.2% | +4.8% | +26.3% | +27.8% |
| YTD | -0.4% | +19.5% | -20.0% | -8.3% |
| 1Y | +14.8% | +28.1% | -13.3% | +2.2% |
| 3Y | +40.5% | +151.1% | -110.6% | -8.6% |
| 5Y | -62.1% | +125.2% | -187.3% | -73.7% |
| All | -62.1% | +129.9% | -192.1% | -73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling