+85.0%
COR vs ETR
+155.2%
-70.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +3.0% |
| 7D | +7.8% | +1.2% | +6.7% | +7.6% |
| 30D | +7.0% | +7.0% | 0.0% | +5.6% |
| 3M | +16.3% | +4.6% | +11.7% | +15.2% |
| 6M | +41.3% | +0.1% | +41.2% | +41.1% |
| YTD | +7.1% | +23.2% | -16.0% | +4.3% |
| 1Y | -0.8% | +20.6% | -21.4% | -3.2% |
| 3Y | +85.0% | +156.3% | -71.3% | +73.8% |
| All | +85.0% | +155.2% | -70.2% | +73.8% |
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