+17.9%
ETR vs M
+26.3%
-8.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | +2.6% | +5.0% | -2.5% | +2.5% |
| 30D | +8.7% | +10.6% | -2.0% | +8.6% |
| 3M | +6.4% | +1.6% | +4.8% | +6.2% |
| 6M | +0.7% | +30.8% | -30.1% | +1.4% |
| YTD | +23.0% | +16.9% | +6.1% | +23.7% |
| 1Y | +17.9% | +26.3% | -8.4% | +18.2% |
| All | +17.9% | +26.3% | -8.4% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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