+160.5%
ETR vs PL
+20.8%
+139.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.4% | -10.2% | 0.0% |
| 7D | +0.4% | -6.8% | +7.2% | +0.5% |
| 30D | +7.5% | -29.3% | +36.8% | +8.2% |
| 3M | +4.4% | -44.8% | +49.2% | +5.5% |
| 6M | -1.5% | -68.4% | +66.8% | +0.3% |
| YTD | +21.8% | -36.4% | +58.1% | +21.4% |
| 1Y | +18.4% | +0.7% | +17.7% | +16.4% |
| 3Y | +148.5% | +455.3% | -306.8% | +130.6% |
| All | +160.5% | +20.8% | +139.8% | +147.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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