+158.6%
ETR vs S
-56.8%
+215.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | +1.4% | -7.7% | +9.1% | +1.4% |
| 30D | +1.0% | -5.3% | +6.3% | +1.0% |
| 3M | -1.3% | +20.3% | -21.5% | -1.2% |
| 6M | +1.9% | +47.4% | -45.5% | +2.0% |
| YTD | +18.2% | +32.5% | -14.4% | +18.3% |
| 1Y | +24.7% | +9.5% | +15.1% | +24.9% |
| 3Y | +150.7% | +15.5% | +135.2% | +150.6% |
| 5Y | +127.0% | -71.2% | +198.2% | +120.5% |
| All | +158.6% | -56.8% | +215.4% | +158.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling