+156.3%
ETR vs BB
+147.9%
+8.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | -0.1% |
| 7D | +1.2% | +1.8% | -0.7% | +1.1% |
| 30D | +7.0% | +8.1% | -1.1% | +6.7% |
| 3M | +4.6% | -1.0% | +5.6% | +4.5% |
| 6M | +0.1% | +45.9% | -45.8% | -1.5% |
| YTD | +23.2% | +134.8% | -111.6% | +18.9% |
| 1Y | +20.6% | +104.6% | -84.0% | +17.0% |
| 3Y | +156.3% | +152.8% | +3.4% | +148.0% |
| All | +156.3% | +147.9% | +8.4% | +148.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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