-9.1%
T vs ETR
+23.8%
-32.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.5% | -1.9% |
| 7D | -1.3% | +1.4% | -2.7% | -1.5% |
| 30D | +11.4% | +1.0% | +10.4% | +11.1% |
| 3M | +14.3% | -1.3% | +15.5% | +14.8% |
| 6M | -9.3% | +1.9% | -11.1% | -8.5% |
| YTD | +7.1% | +18.2% | -11.1% | +9.8% |
| 1Y | -9.1% | +24.7% | -33.8% | -8.2% |
| All | -9.1% | +23.8% | -32.9% | -8.2% |
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