+44.7%
XLB vs ETR
+152.8%
-108.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +0.5% | +2.6% | -2.1% | -0.1% |
| 30D | +6.9% | +8.7% | -1.7% | +4.9% |
| 3M | -0.2% | +6.4% | -6.5% | -1.6% |
| 6M | +3.3% | +0.7% | +2.6% | +3.0% |
| YTD | +18.0% | +23.0% | -5.0% | +11.9% |
| 1Y | +24.2% | +17.9% | +6.3% | +18.9% |
| 3Y | +44.7% | +154.9% | -110.2% | +9.2% |
| All | +44.7% | +152.8% | -108.1% | +9.2% |
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 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