+148.5%
ETR vs AVAV
-5.8%
+154.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.5% | -10.2% | 0.0% |
| 7D | +0.4% | -10.6% | +11.0% | +0.6% |
| 30D | +7.5% | -18.8% | +26.3% | +7.9% |
| 3M | +4.4% | -34.1% | +38.5% | +5.2% |
| 6M | -1.5% | -35.3% | +33.8% | -1.0% |
| YTD | +21.8% | -53.4% | +75.2% | +23.5% |
| 1Y | +18.4% | -65.6% | +84.0% | +21.2% |
| 3Y | +148.5% | -5.1% | +153.6% | +139.5% |
| All | +148.5% | -5.8% | +154.3% | +139.5% |
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