+53.9%
F vs ETR
+127.8%
-73.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +1.9% | +1.6% |
| 7D | +5.3% | +1.4% | +3.9% | +4.8% |
| 30D | +4.6% | +1.0% | +3.6% | +4.2% |
| 3M | -3.7% | -1.3% | -2.4% | -3.6% |
| 6M | +16.8% | +1.9% | +14.9% | +15.1% |
| YTD | +15.3% | +18.2% | -2.9% | +7.4% |
| 1Y | +31.0% | +24.7% | +6.3% | +19.7% |
| 3Y | +45.4% | +150.7% | -105.2% | -3.8% |
| All | +53.9% | +127.8% | -73.8% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling