+75.7%
V vs ETR
+155.5%
-79.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.4% | +1.5% | -1.9% | -0.6% |
| 30D | +6.3% | +6.6% | -0.3% | +5.1% |
| 3M | +17.2% | +4.4% | +12.7% | +16.2% |
| 6M | +29.2% | -0.3% | +29.5% | +29.2% |
| YTD | +20.8% | +23.3% | -2.5% | +15.0% |
| 1Y | +25.0% | +18.9% | +6.2% | +20.1% |
| All | +75.7% | +155.5% | -79.8% | +47.0% |
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