+64.3%
XLF vs ETR
+122.3%
-58.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.8% |
| 7D | -1.5% | -1.8% | +0.3% | -1.0% |
| 30D | -1.2% | -1.8% | +0.6% | -0.7% |
| 3M | +9.2% | -3.6% | +12.8% | +10.1% |
| 6M | +16.3% | +2.6% | +13.7% | +14.8% |
| YTD | +5.4% | +16.0% | -10.6% | -0.1% |
| 1Y | +7.6% | +20.1% | -12.5% | +0.7% |
| 3Y | +74.2% | +143.6% | -69.4% | +27.7% |
| All | +64.3% | +122.3% | -58.1% | +20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling