-48.8%
SE vs ETR
+18.4%
-67.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.7% | +1.7% | +5.0% |
| 7D | +6.7% | +3.7% | +2.9% | +7.5% |
| 30D | -17.2% | +11.0% | -28.2% | -15.1% |
| 3M | -28.0% | +3.4% | -31.4% | -27.5% |
| 6M | -6.1% | -3.3% | -2.8% | -6.0% |
| YTD | -37.1% | +23.3% | -60.4% | -40.8% |
| 1Y | -48.8% | +19.2% | -67.9% | -50.5% |
| All | -48.8% | +18.4% | -67.1% | -50.5% |
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