+376.8%
NDAQ vs ETR
+303.8%
+73.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.4% |
| 7D | -1.6% | +0.4% | -2.0% | -1.7% |
| 30D | -1.5% | +2.0% | -3.5% | -2.3% |
| 3M | +8.0% | -1.7% | +9.7% | +8.5% |
| 6M | +7.7% | +3.6% | +4.1% | +5.1% |
| YTD | -2.3% | +18.0% | -20.4% | -10.3% |
| 1Y | +0.6% | +26.2% | -25.7% | -10.5% |
| 3Y | +90.9% | +148.0% | -57.1% | +22.6% |
| 5Y | +52.5% | +126.1% | -73.6% | +0.5% |
| All | +376.8% | +303.8% | +73.0% | +175.1% |
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 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