+533.2%
XYZ vs ETR
+389.6%
+143.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.5% |
| 7D | -1.0% | +1.4% | -2.4% | -1.6% |
| 30D | -1.7% | +1.0% | -2.7% | -2.3% |
| 3M | +16.7% | -1.3% | +18.0% | +16.9% |
| 6M | +26.9% | +1.9% | +25.0% | +24.0% |
| YTD | +27.1% | +18.2% | +9.0% | +15.0% |
| 1Y | +9.3% | +24.7% | -15.4% | -4.0% |
| 3Y | +42.3% | +150.7% | -108.4% | -15.4% |
| 5Y | -69.3% | +127.0% | -196.3% | -81.1% |
| 10Y | +586.8% | +295.5% | +291.3% | +254.4% |
| All | +533.2% | +389.6% | +143.6% | +231.2% |
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