+50.0%
NET vs ETR
+1.8%
+48.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -2.3% |
| 7D | -7.0% | +1.4% | -8.4% | -6.2% |
| 30D | -4.8% | +1.0% | -5.8% | -4.1% |
| 3M | +3.8% | -1.3% | +5.1% | +4.2% |
| 6M | +50.0% | +1.9% | +48.2% | +54.0% |
| All | +50.0% | +1.8% | +48.2% | +54.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling