-36.6%
ALAB vs ETR
+9.3%
-46.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +1.1% | +12.6% | +12.8% |
| 7D | -5.6% | +1.7% | -7.3% | -6.5% |
| 30D | -36.6% | +8.7% | -45.4% | -38.9% |
| All | -36.6% | +9.3% | -46.0% | -38.9% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling