-68.9%
XYZ vs ETR
+127.8%
-196.6%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.6% |
| 7D | -1.0% | +1.4% | -2.4% | -1.4% |
| 30D | -1.7% | +1.0% | -2.7% | -2.1% |
| 3M | +16.7% | -1.3% | +18.0% | +16.8% |
| 6M | +26.9% | +1.9% | +25.0% | +24.9% |
| YTD | +27.1% | +18.2% | +9.0% | +18.2% |
| 1Y | +9.3% | +24.7% | -15.4% | -0.6% |
| 3Y | +42.3% | +150.7% | -108.4% | -4.1% |
| All | -68.9% | +127.8% | -196.6% | -78.8% |
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 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