-34.9%
DOW vs ETR
+148.1%
-183.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.3% |
| 7D | -6.0% | +0.4% | -6.4% | -6.1% |
| 30D | -2.7% | +2.0% | -4.8% | -3.2% |
| 3M | -10.5% | -1.7% | -8.8% | -10.2% |
| 6M | -12.4% | +3.6% | -16.0% | -13.6% |
| YTD | +30.0% | +18.0% | +12.0% | +24.0% |
| 1Y | +27.8% | +26.2% | +1.6% | +19.9% |
| All | -34.9% | +148.1% | -183.0% | -50.5% |
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