+12.8%
ETR vs Q
+78.4%
-65.6%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.0% | -1.4% |
| 7D | +0.4% | +6.6% | -6.2% | 0.0% |
| 30D | +2.0% | -6.6% | +8.6% | +2.5% |
| 3M | -1.7% | -13.2% | +11.5% | -1.4% |
| 6M | +3.6% | +9.9% | -6.4% | +1.2% |
| YTD | +18.0% | +53.9% | -35.9% | +11.1% |
| All | +12.8% | +78.4% | -65.6% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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