+160.5%
ETR vs COMP
-17.6%
+178.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.2% |
| 6M | -1.5% | +10.5% | -12.0% | -2.4% |
| YTD | +21.8% | -3.4% | +25.2% | +20.9% |
| 1Y | +18.4% | +19.7% | -1.3% | +16.2% |
| 3Y | +148.5% | +381.6% | -233.1% | +124.2% |
| All | +160.5% | -17.6% | +178.1% | +131.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling