+18.0%
ETR vs COMP
+25.5%
-7.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.7% | -4.6% | +1.2% |
| 7D | +1.7% | +14.5% | -12.8% | +2.1% |
| 30D | +8.7% | +14.9% | -6.2% | +9.2% |
| 3M | +4.9% | -14.2% | +19.2% | +4.1% |
| 6M | +0.8% | +23.7% | -23.0% | +1.8% |
| YTD | +23.1% | +2.1% | +21.1% | +25.5% |
| All | +18.0% | +25.5% | -7.5% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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