+85.4%
BE vs ETR
+19.3%
+66.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.8% | -4.8% |
| 7D | +10.8% | +1.2% | +9.7% | +9.7% |
| 30D | -19.8% | +7.0% | -26.8% | -25.1% |
| 3M | -18.7% | +4.6% | -23.3% | -22.3% |
| 6M | -33.7% | +0.1% | -33.9% | -34.8% |
| YTD | +121.0% | +23.2% | +97.8% | +56.7% |
| 1Y | +85.4% | +20.6% | +64.8% | +41.4% |
| All | +85.4% | +19.3% | +66.1% | +41.4% |
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 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