+18.4%
ETR vs PR
+80.1%
-61.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.1% |
| 7D | +0.4% | -16.4% | +16.8% | +1.2% |
| 30D | +7.5% | -1.9% | +9.4% | +7.4% |
| 3M | +4.4% | +8.0% | -3.5% | +3.8% |
| 6M | -1.5% | +4.1% | -5.7% | -1.8% |
| YTD | +21.8% | +58.7% | -36.9% | +14.5% |
| 1Y | +18.4% | +75.8% | -57.4% | +5.9% |
| All | +18.4% | +80.1% | -61.7% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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