+18.9%
RF vs ETR
+18.6%
+0.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -1.3% | +0.1% | -1.4% | -1.4% |
| 30D | +4.6% | +7.7% | -3.1% | +3.5% |
| 3M | -8.4% | +5.7% | -14.2% | -9.3% |
| 6M | +8.9% | -0.3% | +9.1% | +8.3% |
| YTD | +8.8% | +23.4% | -14.5% | +7.3% |
| 1Y | +18.9% | +18.5% | +0.4% | +18.3% |
| All | +18.9% | +18.6% | +0.3% | +18.3% |
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