+355.1%
ETR vs BR
+1,286.0%
-930.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.6% | +1.9% |
| 7D | +1.4% | -5.9% | +7.4% | +3.3% |
| 30D | +1.9% | +1.9% | 0.0% | +1.0% |
| 3M | +1.0% | +14.7% | -13.7% | -3.9% |
| 6M | +4.8% | -12.8% | +17.6% | +8.3% |
| YTD | +19.5% | -23.0% | +42.6% | +28.1% |
| 1Y | +28.1% | -31.7% | +59.8% | +42.7% |
| 3Y | +151.1% | -4.8% | +155.9% | +148.2% |
| 5Y | +125.2% | +7.8% | +117.3% | +110.2% |
| 10Y | +291.1% | +184.1% | +107.1% | +162.1% |
| All | +355.1% | +1,286.0% | -930.9% | +74.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling