+363.0%
NDAQ vs ETR
+296.9%
+66.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -5.6% | -1.8% | -3.7% | -4.9% |
| 30D | -4.4% | -1.8% | -2.6% | -3.7% |
| 3M | +5.9% | -3.6% | +9.4% | +7.2% |
| 6M | +7.7% | +2.6% | +5.1% | +5.5% |
| YTD | -5.2% | +16.0% | -21.2% | -12.2% |
| 1Y | -3.4% | +20.1% | -23.5% | -12.1% |
| 3Y | +85.6% | +143.6% | -58.0% | +20.1% |
| 5Y | +49.5% | +124.4% | -74.9% | -1.2% |
| All | +363.0% | +296.9% | +66.2% | +169.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling