+156.3%
ETR vs AVAV
-3.9%
+160.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | -0.1% |
| 7D | +1.2% | +4.2% | -3.1% | +1.1% |
| 30D | +7.0% | -2.6% | +9.6% | +7.0% |
| 3M | +4.6% | -38.0% | +42.6% | +5.5% |
| 6M | +0.1% | -27.0% | +27.1% | +0.4% |
| YTD | +23.2% | -51.4% | +74.6% | +24.8% |
| 1Y | +20.6% | -60.2% | +80.8% | +22.9% |
| 3Y | +156.3% | -6.7% | +162.9% | +152.0% |
| All | +156.3% | -3.9% | +160.1% | +152.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 3y: compounded portfolio wealth divided by compounded AVAV 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…
3y analysis · Full analysis span regression · 6 months rolling