+143.6%
ETR vs ET
+96.2%
+47.4%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | -0.1% |
| 7D | -1.8% | +0.2% | -2.0% | -1.9% |
| 30D | -1.8% | +2.9% | -4.6% | -2.7% |
| 3M | -3.6% | +16.8% | -20.4% | -8.7% |
| 6M | +2.6% | +18.9% | -16.3% | -3.5% |
| YTD | +16.0% | +37.7% | -21.7% | +3.5% |
| 1Y | +20.1% | +32.4% | -12.3% | +8.6% |
| 3Y | +143.6% | +99.5% | +44.1% | +88.0% |
| All | +143.6% | +96.2% | +47.4% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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