+9.7%
O vs ETR
+19.3%
-9.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -0.4% | +1.2% | -1.5% | -0.8% |
| 30D | +7.1% | +7.0% | +0.1% | +4.4% |
| 3M | -5.2% | +4.6% | -9.8% | -6.9% |
| 6M | -1.8% | +0.1% | -1.9% | -2.1% |
| YTD | +9.1% | +23.2% | -14.1% | +3.1% |
| 1Y | +9.7% | +20.6% | -10.9% | +4.3% |
| All | +9.7% | +19.3% | -9.6% | +4.3% |
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