+112.5%
NET vs ETR
+127.8%
-15.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | -7.0% | +1.4% | -8.4% | -7.1% |
| 30D | -4.8% | +1.0% | -5.8% | -4.9% |
| 3M | +3.8% | -1.3% | +5.1% | +3.9% |
| 6M | +50.0% | +1.9% | +48.2% | +48.8% |
| YTD | +41.5% | +18.2% | +23.3% | +36.4% |
| 1Y | +32.8% | +24.7% | +8.2% | +27.0% |
| 3Y | +335.9% | +150.7% | +185.2% | +271.6% |
| All | +112.5% | +127.8% | -15.3% | +105.4% |
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