+35.3%
W vs ETR
+148.1%
-112.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.4% | +0.5% |
| 7D | +5.9% | +0.4% | +5.5% | +5.8% |
| 30D | -3.0% | +2.0% | -5.1% | -3.6% |
| 3M | +40.3% | -1.7% | +42.0% | +41.0% |
| 6M | +32.2% | +3.6% | +28.6% | +29.7% |
| YTD | -0.3% | +18.0% | -18.3% | -7.0% |
| 1Y | +16.2% | +26.2% | -10.1% | +5.0% |
| All | +35.3% | +148.1% | -112.8% | -14.5% |
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