+3.6%
XLY vs ETR
+18.4%
-14.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.7% | +1.5% | +4.0% |
| 7D | +6.1% | +3.7% | +2.3% | +5.8% |
| 30D | +10.8% | +11.0% | -0.2% | +10.0% |
| 3M | +3.6% | +3.4% | +0.2% | +3.2% |
| 6M | +4.4% | -3.3% | +7.6% | +4.3% |
| YTD | +3.1% | +23.3% | -20.2% | -1.3% |
| 1Y | +3.6% | +19.2% | -15.6% | +0.8% |
| All | +3.6% | +18.4% | -14.8% | +0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling