+127.1%
ETR vs PR
+433.6%
-306.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.4% |
| 7D | +1.4% | +2.9% | -1.5% | +1.2% |
| 30D | +1.0% | +18.0% | -17.1% | -0.2% |
| 3M | -1.3% | +16.9% | -18.1% | -2.4% |
| 6M | +1.9% | +28.2% | -26.3% | -0.1% |
| YTD | +18.2% | +69.3% | -51.2% | +13.5% |
| 1Y | +24.7% | +69.5% | -44.8% | +19.7% |
| 3Y | +150.7% | +81.7% | +69.0% | +136.8% |
| All | +127.1% | +433.6% | -306.5% | +102.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling