+2,153.0%
ETR vs A
+557.8%
+1,595.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.1% |
| 7D | +2.6% | +1.4% | +1.2% | +2.4% |
| 30D | +8.7% | +4.3% | +4.4% | +8.2% |
| 3M | +6.4% | +19.8% | -13.4% | +4.4% |
| 6M | +0.7% | +54.4% | -53.7% | -3.9% |
| YTD | +23.0% | +31.7% | -8.7% | +19.1% |
| 1Y | +17.9% | +22.4% | -4.5% | +15.0% |
| 3Y | +154.9% | +67.7% | +87.2% | +139.0% |
| 5Y | +157.3% | +15.7% | +141.5% | +148.5% |
| 10Y | +373.4% | +308.7% | +64.7% | +309.2% |
| All | +2,153.0% | +557.8% | +1,595.2% | +1,617.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 all: compounded portfolio wealth divided by compounded A 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…
all analysis · Full analysis span regression · 6 months rolling