+1,106.7%
XLY vs ETR
+1,788.2%
-681.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -1.7% | -1.8% | +0.1% | -1.1% |
| 30D | -4.2% | -1.8% | -2.4% | -3.7% |
| 3M | -2.7% | -3.6% | +0.9% | -1.8% |
| 6M | -0.6% | +2.6% | -3.3% | -2.0% |
| YTD | -5.0% | +16.0% | -21.0% | -10.1% |
| 1Y | -4.1% | +20.1% | -24.2% | -10.3% |
| 3Y | +33.6% | +143.6% | -110.0% | -2.3% |
| 5Y | +28.7% | +124.4% | -95.6% | -4.3% |
| 10Y | +219.6% | +295.4% | -75.8% | +94.3% |
| All | +1,106.7% | +1,788.2% | -681.5% | +436.2% |
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 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