+29.4%
B vs ETR
+18.4%
+11.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.7% | +5.6% | +7.2% |
| 7D | +1.1% | +3.7% | -2.6% | -0.3% |
| 30D | +0.3% | +11.0% | -10.7% | -3.8% |
| 3M | +5.4% | +3.4% | +2.0% | +3.8% |
| 6M | +5.5% | -3.3% | +8.8% | +6.6% |
| YTD | -6.3% | +23.3% | -29.6% | -16.9% |
| 1Y | +29.4% | +19.2% | +10.2% | +19.0% |
| All | +29.4% | +18.4% | +11.0% | +19.0% |
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