+21.3%
EXC vs ETR
+153.2%
-131.9%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.1% |
| 7D | +1.2% | +1.4% | -0.2% | +0.6% |
| 30D | -2.7% | +1.9% | -4.6% | -3.6% |
| 3M | -1.0% | +1.0% | -2.0% | -1.4% |
| 6M | -9.3% | +4.8% | -14.1% | -11.4% |
| YTD | +3.6% | +19.5% | -15.9% | -4.9% |
| 1Y | +5.9% | +28.1% | -22.2% | -6.0% |
| 3Y | +21.3% | +151.1% | -129.9% | -32.6% |
| All | +21.3% | +153.2% | -131.9% | -32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling