+143.6%
ETR vs SHAK
-2.6%
+146.2%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.5% | -0.6% |
| 7D | -1.8% | -8.3% | +6.5% | -1.4% |
| 30D | -1.8% | -12.6% | +10.9% | -1.1% |
| 3M | -3.6% | +9.1% | -12.7% | -4.3% |
| 6M | +2.6% | -31.2% | +33.9% | +4.5% |
| YTD | +16.0% | -21.6% | +37.6% | +16.6% |
| 1Y | +20.1% | -38.8% | +58.9% | +23.1% |
| 3Y | +143.6% | +0.6% | +143.0% | +127.0% |
| All | +143.6% | -2.6% | +146.2% | +127.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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