+7.6%
GE vs ETR
+18.4%
-10.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.4% | -3.5% |
| 7D | +5.1% | +1.5% | +3.6% | +4.6% |
| 30D | +7.6% | +6.6% | +0.9% | +5.4% |
| 3M | -9.3% | +4.4% | -13.7% | -10.5% |
| 6M | +11.5% | -0.3% | +11.8% | +11.7% |
| YTD | +7.9% | +23.3% | -15.4% | -6.5% |
| 1Y | +7.6% | +18.9% | -11.2% | -4.5% |
| All | +7.6% | +18.4% | -10.8% | -4.5% |
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