+154.9%
ETR vs COMP
+423.0%
-268.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.4% | +7.3% | +0.2% |
| 7D | +2.6% | +7.2% | -4.6% | +2.2% |
| 30D | +8.7% | +6.4% | +2.3% | +8.3% |
| 3M | +6.4% | -19.4% | +25.8% | +7.1% |
| 6M | +0.7% | +14.6% | -13.9% | -0.4% |
| YTD | +23.0% | -5.5% | +28.5% | +22.7% |
| 1Y | +17.9% | +13.7% | +4.2% | +15.8% |
| 3Y | +154.9% | +409.7% | -254.8% | +120.2% |
| All | +154.9% | +423.0% | -268.1% | +120.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling