+20.1%
W vs ETR
+23.8%
-3.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.5% |
| 7D | -4.2% | +1.4% | -5.6% | -4.2% |
| 30D | -7.6% | +1.0% | -8.6% | -7.6% |
| 3M | +37.2% | -1.3% | +38.4% | +37.1% |
| 6M | +26.3% | +1.9% | +24.4% | +25.2% |
| YTD | -1.0% | +18.2% | -19.1% | -3.4% |
| 1Y | +20.1% | +24.7% | -4.6% | +15.2% |
| All | +20.1% | +23.8% | -3.8% | +15.2% |
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