+151.1%
ETR vs Z
-37.5%
+188.6%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.4% | +7.6% | +1.4% |
| 7D | +1.4% | -3.3% | +4.7% | +1.5% |
| 30D | +1.9% | -3.7% | +5.6% | +1.9% |
| 3M | +1.0% | -7.0% | +8.0% | +1.1% |
| 6M | +4.8% | -29.5% | +34.4% | +6.3% |
| YTD | +19.5% | -52.6% | +72.1% | +24.0% |
| 1Y | +28.1% | -64.0% | +92.1% | +35.3% |
| 3Y | +151.1% | -36.4% | +187.6% | +141.6% |
| All | +151.1% | -37.5% | +188.6% | +141.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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