-68.3%
U vs ETR
+122.8%
-191.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | +4.4% | +0.4% | +4.0% | +4.3% |
| 30D | -1.3% | +2.0% | -3.3% | -1.7% |
| 3M | +49.6% | -1.7% | +51.3% | +49.7% |
| 6M | +100.2% | +3.6% | +96.6% | +97.2% |
| YTD | -3.7% | +18.0% | -21.7% | -8.3% |
| 1Y | -6.5% | +26.2% | -32.7% | -12.4% |
| 3Y | +12.9% | +148.0% | -135.1% | -12.4% |
| 5Y | -68.3% | +126.1% | -194.3% | -73.3% |
| All | -68.3% | +122.8% | -191.1% | -73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling