+632.8%
LYB vs ETR
+415.7%
+217.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.8% |
| 7D | +0.3% | -1.8% | +2.1% | +1.2% |
| 30D | +2.5% | -1.8% | +4.2% | +3.3% |
| 3M | +1.4% | -3.6% | +5.0% | +2.9% |
| 6M | -3.5% | +2.6% | -6.1% | -5.8% |
| YTD | +52.0% | +16.0% | +36.0% | +38.9% |
| 1Y | +22.1% | +20.1% | +1.9% | +9.3% |
| 3Y | -22.8% | +143.6% | -166.4% | -54.6% |
| 5Y | -3.4% | +124.4% | -127.7% | -41.8% |
| 10Y | +47.4% | +295.4% | -248.0% | -34.1% |
| All | +632.8% | +415.7% | +217.2% | +146.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling