-78.0%
SE vs ETR
+157.6%
-235.6%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -0.5% | +1.2% | -1.6% | -0.7% |
| 30D | -20.9% | +7.0% | -27.9% | -21.9% |
| 3M | -38.9% | +4.6% | -43.5% | -39.4% |
| 6M | -19.4% | +0.1% | -19.5% | -19.7% |
| YTD | -40.9% | +23.2% | -64.1% | -44.3% |
| 1Y | -46.2% | +20.6% | -66.8% | -49.0% |
| 3Y | +63.7% | +156.3% | -92.5% | +32.7% |
| All | -78.0% | +157.6% | -235.6% | -81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling