+37.1%
EW vs ETR
+0.1%
+37.0%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.5% | +1.7% |
| 7D | +6.5% | +0.1% | +6.4% | +6.5% |
| 30D | +22.5% | +7.7% | +14.8% | +22.2% |
| 3M | +13.0% | +5.7% | +7.3% | +12.5% |
| 6M | +37.1% | -0.3% | +37.4% | +37.0% |
| All | +37.1% | +0.1% | +37.0% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 6mo: compounded portfolio wealth divided by compounded ETR 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…
6mo analysis · Full analysis span regression · 6 months rolling