+59.2%
ALB vs ETR
+21.8%
+37.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.1% | -3.3% |
| 7D | -6.6% | -1.8% | -4.8% | -6.1% |
| 30D | -8.1% | -1.8% | -6.4% | -7.7% |
| 3M | -25.7% | -3.6% | -22.1% | -25.3% |
| 6M | -29.5% | +2.6% | -32.1% | -31.2% |
| YTD | -16.2% | +16.0% | -32.2% | -21.3% |
| 1Y | +59.2% | +20.1% | +39.1% | +50.2% |
| All | +59.2% | +21.8% | +37.5% | +50.2% |
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