+52.3%
GM vs ETR
+23.8%
+28.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.6% |
| 7D | +1.7% | +1.4% | +0.3% | +1.8% |
| 30D | -1.6% | +1.0% | -2.6% | -1.5% |
| 3M | +5.7% | -1.3% | +6.9% | +5.6% |
| 6M | +12.2% | +1.9% | +10.3% | +12.4% |
| YTD | +8.4% | +18.2% | -9.7% | +8.1% |
| 1Y | +52.3% | +24.7% | +27.6% | +50.3% |
| All | +52.3% | +23.8% | +28.5% | +50.3% |
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