+19.0%
MSCI vs ETR
+18.4%
+0.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.7% | +2.7% | +5.8% |
| 7D | +11.5% | +3.7% | +7.7% | +12.0% |
| 30D | +22.1% | +11.0% | +11.1% | +24.4% |
| 3M | +18.4% | +3.4% | +15.0% | +18.7% |
| 6M | +16.6% | -3.3% | +19.9% | +15.3% |
| YTD | +18.8% | +23.3% | -4.4% | +21.8% |
| 1Y | +19.0% | +19.2% | -0.2% | +22.4% |
| All | +19.0% | +18.4% | +0.6% | +22.4% |
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 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