+138.0%
B vs ETR
+152.2%
-14.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +9.6% | +0.4% | +9.2% | +9.5% |
| 30D | +3.5% | +7.5% | -4.0% | +1.0% |
| 3M | -1.6% | +4.4% | -6.0% | -3.0% |
| 6M | -1.7% | -1.5% | -0.1% | -1.3% |
| YTD | -5.3% | +21.8% | -27.1% | -11.8% |
| 1Y | +27.2% | +18.4% | +8.8% | +19.7% |
| 3Y | +166.1% | +148.5% | +17.6% | +91.0% |
| All | +138.0% | +152.2% | -14.2% | +73.5% |
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 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