+250.5%
ETR vs NTR
+97.9%
+152.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -1.8% | -1.3% | -0.5% | -1.6% |
| 30D | -1.8% | +16.8% | -18.5% | -4.5% |
| 3M | -3.6% | +20.7% | -24.3% | -7.0% |
| 6M | +2.6% | +0.5% | +2.1% | +2.0% |
| YTD | +16.0% | +29.2% | -13.2% | +9.8% |
| 1Y | +20.1% | +39.6% | -19.5% | +11.8% |
| 3Y | +143.6% | +37.9% | +105.7% | +124.3% |
| 5Y | +124.4% | +47.1% | +77.3% | +93.1% |
| All | +250.5% | +97.9% | +152.5% | +135.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 10y: compounded portfolio wealth divided by compounded NTR 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…
10y analysis · Full analysis span regression · 6 months rolling