+154.5%
ETR vs M
+142.9%
+11.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.1% | -7.0% | +0.7% |
| 7D | +1.7% | +2.5% | -0.8% | +1.6% |
| 30D | +8.7% | +10.1% | -1.3% | +8.2% |
| 3M | +4.9% | -0.9% | +5.9% | +4.9% |
| 6M | +0.8% | +30.2% | -29.4% | -0.5% |
| YTD | +23.1% | +16.3% | +6.8% | +22.0% |
| 1Y | +17.9% | +27.0% | -9.1% | +16.2% |
| 3Y | +154.5% | +154.5% | 0.0% | +134.9% |
| All | +154.5% | +142.9% | +11.6% | +134.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling