+17.9%
ETR vs APD
+22.2%
-4.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.1% |
| 7D | +2.6% | -0.2% | +2.8% | +2.6% |
| 30D | +8.7% | +11.0% | -2.4% | +7.7% |
| 3M | +6.4% | +1.3% | +5.0% | +6.2% |
| 6M | +0.7% | +6.4% | -5.7% | +0.4% |
| YTD | +23.0% | +28.9% | -5.9% | +19.6% |
| 1Y | +17.9% | +23.2% | -5.3% | +15.2% |
| All | +17.9% | +22.2% | -4.3% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling