+147.8%
ETR vs EAT
+587.9%
-440.0%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +2.0% | -1.0% |
| 7D | +0.4% | -6.8% | +7.2% | +0.9% |
| 30D | +2.0% | -5.4% | +7.4% | +2.3% |
| 3M | -1.7% | +42.8% | -44.4% | -4.7% |
| 6M | +3.6% | +56.5% | -52.9% | -0.7% |
| YTD | +18.0% | +50.0% | -32.0% | +13.2% |
| 1Y | +26.2% | +38.3% | -12.0% | +22.1% |
| All | +147.8% | +587.9% | -440.0% | +99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling