+148.5%
ETR vs COMP
+353.8%
-205.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.7% | -10.5% | -0.2% |
| 7D | +0.4% | +13.4% | -13.0% | -0.2% |
| 30D | +7.5% | +11.1% | -3.6% | +7.0% |
| 3M | +4.4% | -18.8% | +23.3% | +5.1% |
| 6M | -1.5% | +10.5% | -12.0% | -2.5% |
| YTD | +21.8% | -3.4% | +25.2% | +21.3% |
| 1Y | +18.4% | +19.7% | -1.3% | +16.0% |
| 3Y | +148.5% | +381.6% | -233.1% | +115.9% |
| All | +148.5% | +353.8% | -205.3% | +115.9% |
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