+160.5%
ETR vs REPL
-35.6%
+196.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.0% | -7.8% | +0.2% |
| 7D | +0.4% | +22.8% | -22.4% | +0.2% |
| 30D | +7.5% | +63.8% | -56.2% | +7.1% |
| 3M | +4.4% | +68.1% | -63.7% | +3.9% |
| 6M | -1.5% | +528.5% | -530.0% | -3.9% |
| YTD | +21.8% | +122.4% | -100.7% | +19.5% |
| 1Y | +18.4% | +154.4% | -136.0% | +15.9% |
| 3Y | +148.5% | +68.0% | +80.5% | +134.2% |
| All | +160.5% | -35.6% | +196.2% | +151.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling