+151.1%
ETR vs PR
+273.3%
-122.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.2% |
| 7D | +1.2% | +6.0% | -4.8% | +0.7% |
| 30D | +7.0% | -4.2% | +11.2% | +7.3% |
| 3M | +4.6% | +10.0% | -5.4% | +3.7% |
| 6M | +0.1% | +15.6% | -15.5% | -1.2% |
| YTD | +23.2% | +68.2% | -45.0% | +17.9% |
| 1Y | +20.6% | +79.2% | -58.6% | +14.8% |
| 3Y | +156.3% | +94.9% | +61.4% | +139.8% |
| All | +151.1% | +273.3% | -122.2% | +124.6% |
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