+57.6%
ECL vs ETR
+153.2%
-95.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.7% |
| 7D | -0.8% | +1.4% | -2.2% | -1.0% |
| 30D | -2.5% | +1.9% | -4.3% | -2.9% |
| 3M | +8.3% | +1.0% | +7.3% | +8.0% |
| 6M | -1.1% | +4.8% | -5.9% | -2.3% |
| YTD | +6.5% | +19.5% | -13.0% | +2.4% |
| 1Y | +2.1% | +28.1% | -26.0% | -3.0% |
| 3Y | +57.6% | +151.1% | -93.5% | +28.1% |
| All | +57.6% | +153.2% | -95.6% | +28.1% |
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