+26.6%
ETR vs CF
+59.8%
-33.2%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.8% | -0.4% |
| 7D | +1.4% | +6.0% | -4.6% | +1.3% |
| 30D | +1.0% | +14.8% | -13.9% | +0.6% |
| 3M | -1.3% | +14.1% | -15.3% | -1.6% |
| 6M | +1.9% | +28.5% | -26.6% | +0.3% |
| YTD | +18.2% | +74.9% | -56.8% | +11.3% |
| All | +26.6% | +59.8% | -33.2% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling