+158.7%
ETR vs COMP
-14.2%
+172.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.5% | +0.1% |
| 7D | +0.1% | +2.2% | -2.1% | -0.1% |
| 30D | +7.7% | +16.3% | -8.6% | +6.9% |
| 3M | +5.7% | -19.1% | +24.9% | +6.5% |
| 6M | -0.3% | +17.1% | -17.4% | -1.4% |
| YTD | +23.4% | -2.9% | +26.3% | +22.5% |
| 1Y | +18.5% | +8.8% | +9.7% | +16.9% |
| 3Y | +155.6% | +423.5% | -267.9% | +129.7% |
| 5Y | +158.7% | -10.5% | +169.2% | +129.5% |
| All | +158.7% | -14.2% | +172.9% | +129.5% |
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