+158.7%
ETR vs PR
+257.5%
-98.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | +0.1% |
| 7D | +0.1% | -0.5% | +0.6% | +0.1% |
| 30D | +7.7% | -4.6% | +12.3% | +8.0% |
| 3M | +5.7% | +4.7% | +1.0% | +5.2% |
| 6M | -0.3% | +12.4% | -12.7% | -1.4% |
| YTD | +23.4% | +62.9% | -39.5% | +18.3% |
| 1Y | +18.5% | +70.6% | -52.1% | +13.2% |
| 3Y | +155.6% | +90.0% | +65.5% | +139.4% |
| 5Y | +158.7% | +255.5% | -96.8% | +131.8% |
| All | +158.7% | +257.5% | -98.8% | +131.8% |
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