+151.1%
ETR vs ALM
+2,327.9%
-2,176.8%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +8.8% | -7.6% | +1.0% |
| 7D | +1.4% | +8.4% | -7.0% | +1.3% |
| 30D | +1.9% | +34.8% | -33.0% | +1.3% |
| 3M | +1.0% | +16.2% | -15.2% | +0.5% |
| 6M | +4.8% | +2.1% | +2.7% | +4.3% |
| YTD | +19.5% | +117.0% | -97.5% | +17.7% |
| 1Y | +28.1% | +313.9% | -285.7% | +25.0% |
| 3Y | +151.1% | +2,327.9% | -2,176.8% | +139.6% |
| All | +151.1% | +2,327.9% | -2,176.8% | +139.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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