+234.1%
TER vs ETR
+26.7%
+207.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +3.8% |
| 7D | +12.4% | +0.4% | +12.0% | +12.1% |
| 30D | +5.1% | +2.0% | +3.1% | +4.0% |
| 3M | +4.0% | -1.7% | +5.6% | +4.3% |
| 6M | +29.5% | +3.6% | +25.9% | +23.4% |
| YTD | +98.5% | +18.0% | +80.4% | +65.8% |
| 1Y | +234.1% | +26.2% | +207.8% | +177.1% |
| All | +234.1% | +26.7% | +207.4% | +177.1% |
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