+8.5%
IR vs ETR
+153.2%
-144.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -1.9% |
| 7D | +0.6% | +1.4% | -0.8% | +0.3% |
| 30D | -13.6% | +1.9% | -15.5% | -14.0% |
| 3M | +3.7% | +1.0% | +2.7% | +3.4% |
| 6M | -13.1% | +4.8% | -17.9% | -14.2% |
| YTD | -5.1% | +19.5% | -24.7% | -9.2% |
| 1Y | -6.5% | +28.1% | -34.6% | -11.9% |
| 3Y | +8.5% | +151.1% | -142.6% | -7.6% |
| All | +8.5% | +153.2% | -144.7% | -7.6% |
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