+192.8%
TER vs ETR
+153.6%
+39.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.1% | +11.6% | +12.5% |
| 7D | -5.8% | +1.7% | -7.5% | -6.0% |
| 30D | -38.9% | +8.7% | -47.7% | -39.9% |
| 3M | -35.1% | +4.9% | -40.0% | -35.7% |
| 6M | -31.6% | +0.8% | -32.3% | -31.8% |
| YTD | +27.2% | +23.1% | +4.1% | +22.5% |
| 1Y | +35.2% | +17.9% | +17.3% | +30.8% |
| 3Y | +192.8% | +154.5% | +38.3% | +196.8% |
| All | +192.8% | +153.6% | +39.2% | +196.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling