+148.5%
ETR vs REPL
+48.4%
+100.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.0% | -7.8% | +0.2% |
| 7D | +0.4% | +22.8% | -22.4% | +0.3% |
| 30D | +7.5% | +63.8% | -56.2% | +7.3% |
| 3M | +4.4% | +68.1% | -63.7% | +4.2% |
| 6M | -1.5% | +528.5% | -530.0% | -2.9% |
| YTD | +21.8% | +122.4% | -100.7% | +20.5% |
| 1Y | +18.4% | +154.4% | -136.0% | +17.0% |
| 3Y | +148.5% | +68.0% | +80.5% | +139.3% |
| All | +148.5% | +48.4% | +100.1% | +139.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 3y: compounded portfolio wealth divided by compounded REPL 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…
3y analysis · Full analysis span regression · 6 months rolling