+254.8%
SPOT vs ETR
+274.3%
-19.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -2.7% |
| 7D | -2.9% | +1.4% | -4.3% | -3.0% |
| 30D | +8.3% | +1.9% | +6.4% | +8.0% |
| 3M | +5.1% | +1.0% | +4.1% | +4.8% |
| 6M | -6.5% | +4.8% | -11.3% | -7.3% |
| YTD | -9.0% | +19.5% | -28.5% | -11.4% |
| 1Y | -26.4% | +28.1% | -54.5% | -29.1% |
| 3Y | +240.0% | +151.1% | +88.9% | +201.4% |
| 5Y | +111.7% | +125.2% | -13.4% | +89.6% |
| All | +254.8% | +274.3% | -19.6% | +230.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling