+19.2%
ETR vs EAT
+109.8%
-90.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.3% | -3.5% | +2.8% |
| 7D | +3.7% | -0.1% | +3.9% | +3.7% |
| 30D | +11.0% | +13.5% | -2.5% | +11.1% |
| 3M | +3.4% | +1.0% | +2.4% | +3.4% |
| 6M | -3.3% | +57.3% | -60.5% | -3.6% |
| YTD | +23.3% | +53.6% | -30.3% | +21.9% |
| 1Y | +19.2% | +110.8% | -91.6% | +16.7% |
| All | +19.2% | +109.8% | -90.7% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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