+208.1%
C vs ETR
+146.5%
+61.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -2.4% | +0.4% | -2.8% | -2.5% |
| 30D | -6.0% | +7.5% | -13.5% | -7.9% |
| 3M | -10.5% | +4.4% | -15.0% | -11.7% |
| 6M | -5.7% | -1.5% | -4.2% | -5.5% |
| YTD | +4.1% | +21.8% | -17.6% | -3.3% |
| 1Y | +20.5% | +18.4% | +2.1% | +13.0% |
| 3Y | +208.1% | +148.5% | +59.6% | +118.6% |
| All | +208.1% | +146.5% | +61.6% | +118.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling