+156.3%
ETR vs RUN
-7.3%
+163.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.1% |
| 7D | +1.2% | -13.5% | +14.7% | +1.5% |
| 30D | +7.0% | +18.3% | -11.3% | +6.4% |
| 3M | +4.6% | -12.5% | +17.1% | +4.8% |
| 6M | +0.1% | -40.3% | +40.4% | +1.1% |
| YTD | +23.2% | -53.1% | +76.3% | +24.4% |
| 1Y | +20.6% | -54.3% | +74.8% | +21.8% |
| 3Y | +156.3% | -6.5% | +162.8% | +138.5% |
| All | +156.3% | -7.3% | +163.6% | +138.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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