+41.0%
AUR vs ETR
+4.0%
+37.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -0.4% |
| 7D | +11.1% | +0.4% | +10.7% | +11.2% |
| 30D | -6.9% | +2.0% | -8.9% | -6.3% |
| 3M | +5.5% | -1.7% | +7.2% | +5.0% |
| 6M | +41.0% | +3.6% | +37.4% | +38.4% |
| All | +41.0% | +4.0% | +37.0% | +38.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling