+154.5%
ETR vs ALM
+907.8%
-753.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.1% | -6.9% | +1.0% |
| 7D | +1.7% | +0.7% | +1.0% | +1.7% |
| 30D | +8.7% | -26.1% | +34.8% | +9.2% |
| 3M | +4.9% | -38.1% | +43.0% | +5.6% |
| 6M | +0.8% | -55.4% | +56.2% | +1.6% |
| YTD | +23.1% | -0.4% | +23.5% | +23.1% |
| 1Y | +17.9% | +25.4% | -7.5% | +17.4% |
| 3Y | +154.5% | +907.8% | -753.2% | +166.5% |
| All | +154.5% | +907.8% | -753.2% | +166.5% |
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