+251.8%
ETR vs NTR
+98.7%
+153.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.1% | -0.9% |
| 7D | -1.9% | -2.5% | +0.6% | -1.5% |
| 30D | -0.2% | +17.0% | -17.2% | -3.0% |
| 3M | -3.7% | +22.2% | -25.9% | -7.3% |
| 6M | +2.1% | +5.2% | -3.1% | +0.6% |
| YTD | +16.5% | +29.7% | -13.2% | +10.2% |
| 1Y | +22.5% | +39.4% | -16.9% | +14.0% |
| 3Y | +144.7% | +38.2% | +106.5% | +125.2% |
| 5Y | +125.2% | +47.6% | +77.6% | +93.7% |
| All | +251.8% | +98.7% | +153.1% | +136.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling