+154.9%
ETR vs S
+54.2%
+100.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +2.6% | +1.4% | +1.2% | +2.6% |
| 30D | +8.7% | -10.8% | +19.5% | +8.5% |
| 3M | +6.4% | +5.4% | +1.0% | +6.6% |
| 6M | +0.7% | +41.2% | -40.5% | +1.3% |
| YTD | +23.0% | +56.2% | -33.2% | +23.9% |
| 1Y | +17.9% | +36.3% | -18.4% | +18.9% |
| 3Y | +154.9% | +49.4% | +105.5% | +148.4% |
| All | +154.9% | +54.2% | +100.7% | +148.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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