+127.1%
ETR vs ABCL
-41.3%
+168.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.5% |
| 7D | +1.4% | +0.7% | +0.7% | +1.4% |
| 30D | +1.0% | +93.1% | -92.1% | -0.2% |
| 3M | -1.3% | +79.4% | -80.7% | -2.4% |
| 6M | +1.9% | +214.9% | -213.0% | -0.6% |
| YTD | +18.2% | +234.2% | -216.1% | +14.9% |
| 1Y | +24.7% | +174.8% | -150.1% | +21.6% |
| 3Y | +150.7% | +104.5% | +46.2% | +142.5% |
| All | +127.1% | -41.3% | +168.4% | +110.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 5y: compounded portfolio wealth divided by compounded ABCL 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…
5y analysis · Full analysis span regression · 6 months rolling