-21.1%
LOW vs ETR
+23.8%
-45.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.7% | +1.4% |
| 7D | -1.7% | +1.4% | -3.2% | -2.1% |
| 30D | -7.0% | +1.0% | -8.0% | -7.3% |
| 3M | -0.9% | -1.3% | +0.4% | -0.6% |
| 6M | -20.1% | +1.9% | -22.0% | -20.4% |
| YTD | -13.9% | +18.2% | -32.1% | -17.0% |
| 1Y | -21.1% | +24.7% | -45.8% | -24.1% |
| All | -21.1% | +23.8% | -45.0% | -24.1% |
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