+156.3%
ETR vs ALK
+13.2%
+143.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | 0.0% |
| 7D | +1.2% | -1.2% | +2.3% | +1.2% |
| 30D | +7.0% | +7.7% | -0.7% | +6.2% |
| 3M | +4.6% | -19.0% | +23.6% | +6.3% |
| 6M | +0.1% | -0.2% | +0.3% | -0.4% |
| YTD | +23.2% | -23.5% | +46.7% | +25.0% |
| 1Y | +20.6% | -9.1% | +29.7% | +19.9% |
| 3Y | +156.3% | +12.0% | +144.2% | +146.5% |
| All | +156.3% | +13.2% | +143.1% | +146.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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