-9.0%
AUR vs ETR
+18.4%
-27.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.7% | -7.2% | -4.3% |
| 7D | -19.8% | +3.7% | -23.6% | -19.7% |
| 30D | -29.0% | +11.0% | -40.0% | -29.2% |
| 3M | -43.6% | +3.4% | -47.0% | -43.5% |
| 6M | -36.6% | -3.3% | -33.4% | -36.6% |
| YTD | +6.3% | +23.3% | -17.0% | -8.1% |
| 1Y | -9.0% | +19.2% | -28.2% | -16.5% |
| All | -9.0% | +18.4% | -27.4% | -16.5% |
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