+74.7%
PBR vs ETR
+21.8%
+52.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.8% |
| 7D | +5.4% | -1.8% | +7.2% | +5.7% |
| 30D | +22.9% | -1.8% | +24.6% | +23.3% |
| 3M | +19.6% | -3.6% | +23.2% | +20.3% |
| 6M | +16.5% | +2.6% | +13.9% | +15.0% |
| YTD | +86.7% | +16.0% | +70.6% | +76.3% |
| 1Y | +74.7% | +20.1% | +54.6% | +62.4% |
| All | +74.7% | +21.8% | +52.9% | +62.4% |
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