+69.6%
PBR vs ETR
+23.8%
+45.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | +8.6% | +1.4% | +7.1% | +8.3% |
| 30D | +12.8% | +1.0% | +11.8% | +12.5% |
| 3M | +14.7% | -1.3% | +15.9% | +14.8% |
| 6M | +25.2% | +1.9% | +23.3% | +23.9% |
| YTD | +77.1% | +18.2% | +59.0% | +66.3% |
| 1Y | +69.6% | +24.7% | +44.9% | +54.2% |
| All | +69.6% | +23.8% | +45.7% | +54.2% |
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