+832.0%
XLB vs ETR
+1,902.6%
-1,070.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | +0.5% | +2.6% | -2.1% | -0.4% |
| 30D | +6.9% | +8.7% | -1.7% | +3.6% |
| 3M | -0.2% | +6.4% | -6.5% | -2.6% |
| 6M | +3.3% | +0.7% | +2.6% | +2.7% |
| YTD | +18.0% | +23.0% | -5.0% | +8.4% |
| 1Y | +24.2% | +17.9% | +6.3% | +15.8% |
| 3Y | +44.7% | +154.9% | -110.2% | -1.7% |
| 5Y | +31.6% | +157.3% | -125.7% | -11.7% |
| 10Y | +164.2% | +373.4% | -209.1% | +37.9% |
| All | +832.0% | +1,902.6% | -1,070.6% | +273.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling