+7.1%
LOW vs ETR
+126.1%
-119.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.7% |
| 7D | -0.6% | +0.4% | -1.0% | -0.7% |
| 30D | -9.3% | +2.0% | -11.3% | -9.9% |
| 3M | -8.1% | -1.7% | -6.4% | -7.7% |
| 6M | -19.8% | +3.6% | -23.3% | -20.9% |
| YTD | -16.4% | +18.0% | -34.4% | -20.9% |
| 1Y | -24.7% | +26.2% | -50.9% | -30.5% |
| 3Y | -8.8% | +148.0% | -156.8% | -35.9% |
| All | +7.1% | +126.1% | -119.0% | -21.4% |
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