-39.0%
U vs ETR
+172.0%
-211.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -3.8% | +1.4% | -5.2% | -4.0% |
| 30D | +17.5% | +1.0% | +16.5% | +17.3% |
| 3M | +38.7% | -1.3% | +40.0% | +38.7% |
| 6M | +104.4% | +1.9% | +102.5% | +102.6% |
| YTD | -5.7% | +18.2% | -23.8% | -9.1% |
| 1Y | +3.7% | +24.7% | -21.0% | -1.0% |
| 3Y | +12.3% | +150.7% | -138.4% | -5.6% |
| 5Y | -68.8% | +127.0% | -195.8% | -72.6% |
| All | -39.0% | +172.0% | -211.0% | -43.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling