-63.9%
XYZ vs ETR
+152.2%
-216.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | +12.1% | +0.4% | +11.7% | +12.1% |
| 30D | +12.4% | +7.5% | +4.8% | +10.0% |
| 3M | +8.2% | +4.4% | +3.7% | +6.7% |
| 6M | +20.7% | -1.5% | +22.2% | +20.9% |
| YTD | +31.3% | +21.8% | +9.6% | +20.4% |
| 1Y | +20.5% | +18.4% | +2.1% | +11.8% |
| 3Y | +72.6% | +148.5% | -75.9% | +13.2% |
| All | -63.9% | +152.2% | -216.1% | -75.6% |
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