+365.7%
ALAB vs ETR
+126.9%
+238.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.2% | -8.1% | -7.2% |
| 7D | +3.2% | +1.4% | +1.8% | +2.8% |
| 30D | -13.6% | +1.9% | -15.4% | -14.0% |
| 3M | -16.6% | +1.0% | -17.6% | -16.8% |
| 6M | +142.3% | +4.8% | +137.5% | +138.5% |
| YTD | +73.6% | +19.5% | +54.1% | +65.2% |
| 1Y | +33.7% | +28.1% | +5.6% | +26.0% |
| All | +365.7% | +126.9% | +238.8% | +654.9% |
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 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