+127.1%
ETR vs AR
+143.7%
-16.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | +1.4% | +2.5% | -1.1% | +1.2% |
| 30D | +1.0% | +14.8% | -13.8% | -0.4% |
| 3M | -1.3% | +6.2% | -7.5% | -1.9% |
| 6M | +1.9% | +4.3% | -2.4% | +1.2% |
| YTD | +18.2% | +14.4% | +3.8% | +16.1% |
| 1Y | +24.7% | +21.3% | +3.3% | +21.5% |
| 3Y | +150.7% | +39.8% | +110.9% | +138.6% |
| All | +127.1% | +143.7% | -16.6% | +113.6% |
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