+1.1%
UL vs ETR
+18.4%
-17.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.7% | +0.5% | +2.6% |
| 7D | +4.7% | +3.7% | +0.9% | +3.8% |
| 30D | +11.6% | +11.0% | +0.6% | +9.1% |
| 3M | +5.3% | +3.4% | +1.9% | +4.5% |
| 6M | +16.0% | -3.3% | +19.3% | +16.7% |
| YTD | +5.0% | +23.3% | -18.3% | -1.9% |
| 1Y | +1.1% | +19.2% | -18.1% | -4.4% |
| All | +1.1% | +18.4% | -17.3% | -4.4% |
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