+331.2%
ETR vs PR
+147.8%
+183.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.9% | +3.4% | -1.3% |
| 7D | +0.3% | -16.5% | +16.8% | +0.6% |
| 30D | +6.8% | -4.5% | +11.3% | +6.9% |
| 3M | +3.8% | +8.5% | -4.7% | +3.6% |
| 6M | -5.5% | -3.3% | -2.1% | -5.5% |
| YTD | +21.5% | +55.7% | -34.2% | +20.4% |
| 1Y | +17.4% | +82.0% | -64.6% | +16.1% |
| 3Y | +147.7% | +62.5% | +85.2% | +144.7% |
| 5Y | +152.0% | +223.9% | -71.9% | +146.4% |
| 10Y | +353.4% | +64.2% | +289.2% | +329.5% |
| All | +331.2% | +147.8% | +183.4% | +295.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling