+92.6%
NDAQ vs ETR
+153.2%
-60.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -2.1% |
| 7D | -2.6% | +1.4% | -4.0% | -2.8% |
| 30D | +0.5% | +1.9% | -1.4% | +0.1% |
| 3M | +9.9% | +1.0% | +8.9% | +9.5% |
| 6M | +8.2% | +4.8% | +3.4% | +6.5% |
| YTD | -1.5% | +19.5% | -21.0% | -6.7% |
| 1Y | +1.3% | +28.1% | -26.8% | -6.0% |
| 3Y | +92.6% | +151.1% | -58.6% | +44.5% |
| All | +92.6% | +153.2% | -60.6% | +44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling