+249.6%
ALAB vs ETR
+133.7%
+115.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +1.1% | +12.6% | +13.4% |
| 7D | -5.6% | +1.7% | -7.3% | -5.9% |
| 30D | -36.6% | +8.7% | -45.4% | -38.0% |
| 3M | -35.1% | +4.9% | -40.0% | -35.9% |
| 6M | +8.5% | +0.8% | +7.8% | +8.1% |
| YTD | +30.4% | +23.1% | +7.2% | +23.1% |
| 1Y | +31.0% | +17.9% | +13.2% | +24.9% |
| All | +249.6% | +133.7% | +115.9% | +462.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling