+73.6%
XLF vs ETR
+148.1%
-74.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.8% | -0.1% |
| 7D | -1.0% | +0.4% | -1.4% | -1.1% |
| 30D | -1.3% | +2.0% | -3.3% | -1.8% |
| 3M | +9.1% | -1.7% | +10.8% | +9.4% |
| 6M | +14.4% | +3.6% | +10.8% | +12.9% |
| YTD | +5.1% | +18.0% | -13.0% | -0.1% |
| 1Y | +8.6% | +26.2% | -17.6% | +1.3% |
| All | +73.6% | +148.1% | -74.5% | +32.7% |
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