+86.4%
U vs ETR
+152.8%
-66.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | +24.4% | +2.6% | +21.8% | +24.0% |
| 30D | +7.4% | +8.7% | -1.3% | +6.3% |
| 3M | +16.8% | +6.4% | +10.4% | +15.9% |
| 6M | +78.8% | +0.7% | +78.1% | +78.2% |
| YTD | +14.0% | +23.0% | -9.1% | +8.6% |
| 1Y | +16.7% | +17.9% | -1.2% | +12.2% |
| 3Y | +86.4% | +154.9% | -68.5% | +51.6% |
| All | +86.4% | +152.8% | -66.5% | +51.6% |
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 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