+120.1%
MAR vs ETR
+153.6%
-33.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | -0.2% |
| 7D | +1.6% | +0.5% | +1.1% | +1.5% |
| 30D | +13.8% | +6.4% | +7.4% | +12.6% |
| 3M | +20.3% | +4.0% | +16.3% | +19.4% |
| 6M | +21.3% | -0.5% | +21.8% | +21.3% |
| YTD | +37.2% | +22.4% | +14.8% | +31.2% |
| 1Y | +48.4% | +19.9% | +28.6% | +42.5% |
| 3Y | +120.1% | +154.7% | -34.6% | +83.1% |
| All | +120.1% | +153.6% | -33.5% | +83.1% |
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 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