-9.4%
T vs ETR
+18.4%
-27.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.4% |
| 7D | +1.6% | +1.5% | +0.2% | +1.3% |
| 30D | -2.9% | +6.6% | -9.6% | -4.3% |
| 3M | -7.5% | +4.4% | -11.9% | -8.3% |
| 6M | -9.9% | -0.3% | -9.6% | -9.7% |
| YTD | -6.4% | +23.3% | -29.8% | -5.4% |
| 1Y | -9.4% | +18.9% | -28.3% | -8.2% |
| All | -9.4% | +18.4% | -27.8% | -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