+298.2%
ETR vs QSR
+206.0%
+92.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.4% | -0.8% |
| 7D | +0.4% | -2.4% | +2.8% | +1.0% |
| 30D | +2.0% | +5.7% | -3.7% | +0.4% |
| 3M | -1.7% | +6.9% | -8.6% | -3.7% |
| 6M | +3.6% | +6.9% | -3.3% | +1.4% |
| YTD | +18.0% | +14.9% | +3.1% | +12.9% |
| 1Y | +26.2% | +29.1% | -2.9% | +16.7% |
| 3Y | +148.0% | +26.1% | +121.9% | +127.4% |
| 5Y | +126.1% | +42.3% | +83.7% | +97.9% |
| 10Y | +302.3% | +134.0% | +168.3% | +198.6% |
| All | +298.2% | +206.0% | +92.2% | +186.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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