+151.1%
ETR vs S
+13.8%
+137.4%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.4% | +1.1% |
| 7D | +1.4% | -5.8% | +7.2% | +1.3% |
| 30D | +1.9% | -9.2% | +11.1% | +1.8% |
| 3M | +1.0% | +23.4% | -22.4% | +1.1% |
| 6M | +4.8% | +36.9% | -32.1% | +5.0% |
| YTD | +19.5% | +29.5% | -10.0% | +19.8% |
| 1Y | +28.1% | +5.4% | +22.7% | +28.7% |
| 3Y | +151.1% | +14.7% | +136.4% | +144.5% |
| All | +151.1% | +13.8% | +137.4% | +144.5% |
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