+143.6%
ETR vs BR
-5.3%
+148.9%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -1.8% | -3.0% | +1.2% | -1.5% |
| 30D | -1.8% | -0.3% | -1.5% | -1.8% |
| 3M | -3.6% | +17.3% | -20.9% | -6.0% |
| 6M | +2.6% | -6.7% | +9.3% | +4.7% |
| YTD | +16.0% | -23.4% | +39.5% | +25.5% |
| 1Y | +20.1% | -32.7% | +52.8% | +35.9% |
| 3Y | +143.6% | -5.9% | +149.5% | +144.1% |
| All | +143.6% | -5.3% | +148.9% | +144.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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