+365.6%
NDAQ vs ETR
+298.4%
+67.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -1.8% |
| 7D | -6.8% | -1.9% | -4.9% | -6.1% |
| 30D | -3.2% | -0.2% | -3.0% | -3.1% |
| 3M | +6.5% | -3.7% | +10.2% | +7.9% |
| 6M | +5.7% | +2.1% | +3.7% | +3.8% |
| YTD | -4.6% | +16.5% | -21.1% | -11.9% |
| 1Y | -1.6% | +22.5% | -24.1% | -11.2% |
| 3Y | +86.4% | +144.7% | -58.2% | +20.4% |
| 5Y | +50.3% | +125.2% | -74.9% | -0.8% |
| All | +365.6% | +298.4% | +67.3% | +170.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling