-9.8%
T vs ETR
+26.4%
-36.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.5% |
| 7D | -3.1% | +0.4% | -3.5% | -3.1% |
| 30D | +4.6% | +2.0% | +2.5% | +4.2% |
| 3M | +12.2% | -1.7% | +13.9% | +12.8% |
| 6M | -6.5% | +3.6% | -10.0% | -5.6% |
| YTD | +4.9% | +18.0% | -13.2% | +7.9% |
| All | -9.8% | +26.4% | -36.2% | -5.6% |
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