+15.9%
D vs ETR
+18.6%
-2.7%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.6% |
| 7D | -1.4% | +0.5% | -1.9% | -1.7% |
| 30D | +7.7% | +6.4% | +1.4% | +4.1% |
| 3M | -0.3% | +4.0% | -4.3% | -2.6% |
| 6M | +10.1% | -0.5% | +10.5% | +9.8% |
| YTD | +19.1% | +22.4% | -3.4% | +7.4% |
| 1Y | +15.9% | +19.9% | -3.9% | +5.6% |
| All | +15.9% | +18.6% | -2.7% | +5.6% |
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 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