+33.9%
AAPL vs ETR
+23.8%
+10.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.5% |
| 7D | +0.1% | +1.4% | -1.4% | +0.1% |
| 30D | +3.0% | +1.0% | +2.0% | +3.0% |
| 3M | +2.9% | -1.3% | +4.2% | +2.7% |
| 6M | +22.1% | +1.9% | +20.2% | +22.1% |
| YTD | +18.0% | +18.2% | -0.1% | +17.6% |
| 1Y | +33.9% | +24.7% | +9.3% | +36.1% |
| All | +33.9% | +23.8% | +10.1% | +36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling