-0.8%
F vs ETR
+17.7%
-18.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +1.6% | +0.4% | +1.2% | +1.5% |
| 30D | +2.6% | +7.5% | -4.9% | +2.1% |
| 3M | -8.8% | +4.4% | -13.2% | -9.3% |
| 6M | +4.6% | -1.5% | +6.2% | +4.5% |
| YTD | -1.9% | +21.8% | -23.7% | -7.3% |
| 1Y | -0.8% | +18.4% | -19.2% | -4.9% |
| All | -0.8% | +17.7% | -18.5% | -4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling