+151.1%
ETR vs STZ
-50.3%
+201.5%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.6% | +6.8% | +2.0% |
| 7D | +1.4% | -7.4% | +8.8% | +2.5% |
| 30D | +1.9% | -10.9% | +12.8% | +3.4% |
| 3M | +1.0% | -13.4% | +14.4% | +2.9% |
| 6M | +4.8% | -16.2% | +21.0% | +7.3% |
| YTD | +19.5% | -10.4% | +30.0% | +20.4% |
| 1Y | +28.1% | -14.8% | +42.9% | +29.9% |
| 3Y | +151.1% | -50.1% | +201.3% | +177.2% |
| All | +151.1% | -50.3% | +201.5% | +177.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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