+139.2%
ETR vs AS
+131.9%
+7.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.4% |
| 7D | +0.1% | -3.0% | +3.1% | +0.2% |
| 30D | +7.7% | +9.6% | -1.9% | +7.1% |
| 3M | +5.7% | -8.2% | +13.9% | +6.1% |
| 6M | -0.3% | -9.9% | +9.6% | +0.1% |
| YTD | +23.4% | -16.8% | +40.1% | +24.0% |
| 1Y | +18.5% | +3.0% | +15.5% | +17.5% |
| All | +139.2% | +131.9% | +7.3% | +132.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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