+160.5%
ETR vs AR
+71.8%
+88.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.1% | +0.3% |
| 7D | +0.4% | -14.3% | +14.7% | +1.9% |
| 30D | +7.5% | +1.4% | +6.1% | +7.3% |
| 3M | +4.4% | +3.4% | +1.1% | +3.8% |
| 6M | -1.5% | -2.1% | +0.5% | -1.7% |
| YTD | +21.8% | +4.7% | +17.1% | +20.3% |
| 1Y | +18.4% | +10.6% | +7.8% | +16.2% |
| 3Y | +148.5% | +24.6% | +123.9% | +138.2% |
| All | +160.5% | +71.8% | +88.7% | +145.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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