+127.1%
ETR vs P
+276.6%
-149.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.5% |
| 7D | +1.4% | +6.5% | -5.1% | +1.3% |
| 30D | +1.0% | +18.8% | -17.8% | +0.7% |
| 3M | -1.3% | +26.7% | -28.0% | -1.6% |
| 6M | +1.9% | +62.2% | -60.3% | +1.1% |
| YTD | +18.2% | +48.5% | -30.3% | +17.3% |
| 1Y | +24.7% | +26.4% | -1.7% | +23.9% |
| 3Y | +150.7% | +159.4% | -8.7% | +143.6% |
| All | +127.1% | +276.6% | -149.5% | +121.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 5y: compounded portfolio wealth divided by compounded P 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…
5y analysis · Full analysis span regression · 6 months rolling