-1.6%
F vs ETR
+17.9%
-19.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.5% |
| 7D | -0.6% | +1.7% | -2.4% | -0.8% |
| 30D | +2.9% | +8.7% | -5.9% | +2.3% |
| 3M | -9.5% | +4.9% | -14.4% | -10.0% |
| 6M | +4.0% | +0.8% | +3.2% | +3.7% |
| YTD | -1.3% | +23.1% | -24.4% | -6.3% |
| All | -1.6% | +17.9% | -19.4% | -5.0% |
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 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