+55.3%
BE vs ETR
+18.4%
+36.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.7% | -9.1% | -9.1% |
| 7D | -12.1% | +3.7% | -15.9% | -15.7% |
| 30D | -30.1% | +11.0% | -41.1% | -38.0% |
| 3M | -12.1% | +3.4% | -15.6% | -15.6% |
| 6M | -30.6% | -3.3% | -27.3% | -29.2% |
| YTD | +130.6% | +23.3% | +107.4% | +53.6% |
| 1Y | +55.3% | +19.2% | +36.1% | +16.9% |
| All | +55.3% | +18.4% | +36.9% | +16.9% |
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