+46.0%
F vs ETR
+153.6%
-107.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | -3.1% | +0.5% | -3.6% | -3.2% |
| 30D | 0.0% | +6.4% | -6.3% | -1.3% |
| 3M | -13.2% | +4.0% | -17.2% | -14.0% |
| 6M | -10.2% | -0.5% | -9.7% | -10.3% |
| YTD | -4.9% | +22.4% | -27.4% | -10.6% |
| 1Y | -6.1% | +19.9% | -25.9% | -11.2% |
| 3Y | +46.0% | +154.7% | -108.7% | -0.8% |
| All | +46.0% | +153.6% | -107.7% | -0.8% |
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