+410.2%
ETR vs P
+469.1%
-58.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | 0.0% |
| 7D | +0.4% | -23.8% | +24.2% | +2.0% |
| 30D | +7.5% | -36.6% | +44.2% | +10.3% |
| 3M | +4.4% | +10.9% | -6.4% | +3.1% |
| 6M | -1.5% | +30.0% | -31.5% | -4.3% |
| YTD | +21.8% | +44.4% | -22.6% | +17.1% |
| 1Y | +18.4% | +3.9% | +14.5% | +15.9% |
| 3Y | +148.5% | +176.6% | -28.1% | +118.4% |
| 5Y | +152.6% | +249.3% | -96.7% | +112.8% |
| 10Y | +354.5% | +726.9% | -372.5% | +236.7% |
| All | +410.2% | +469.1% | -58.9% | +277.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling