-6.4%
T vs ETR
+18.4%
-24.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.7% | -0.7% | +1.4% |
| 7D | +5.5% | +3.7% | +1.7% | +4.6% |
| 30D | -8.9% | +11.0% | -19.9% | -10.8% |
| 3M | -5.6% | +3.4% | -9.0% | -6.2% |
| 6M | -14.3% | -3.3% | -11.0% | -13.8% |
| YTD | -7.9% | +23.3% | -31.2% | -6.6% |
| 1Y | -6.4% | +19.2% | -25.6% | -5.0% |
| All | -6.4% | +18.4% | -24.8% | -5.0% |
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