+468.0%
ETR vs AR
-33.4%
+501.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.1% | +0.3% |
| 7D | +0.4% | -14.3% | +14.7% | +1.3% |
| 30D | +7.5% | +1.4% | +6.1% | +7.4% |
| 3M | +4.4% | +3.4% | +1.1% | +4.1% |
| 6M | -1.5% | -2.1% | +0.5% | -1.6% |
| YTD | +21.8% | +4.7% | +17.1% | +20.9% |
| 1Y | +18.4% | +10.6% | +7.8% | +17.1% |
| 3Y | +148.5% | +24.6% | +123.9% | +142.2% |
| 5Y | +152.6% | +71.9% | +80.7% | +139.4% |
| 10Y | +354.5% | +46.4% | +308.1% | +265.3% |
| All | +468.0% | -33.4% | +501.4% | +369.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling