+52.5%
NDAQ vs ETR
+122.8%
-70.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.5% |
| 7D | -1.6% | +0.4% | -2.0% | -1.7% |
| 30D | -1.5% | +2.0% | -3.5% | -2.0% |
| 3M | +8.0% | -1.7% | +9.7% | +8.3% |
| 6M | +7.7% | +3.6% | +4.1% | +5.9% |
| YTD | -2.3% | +18.0% | -20.4% | -8.1% |
| 1Y | +0.6% | +26.2% | -25.7% | -7.6% |
| 3Y | +90.9% | +148.0% | -57.1% | +38.0% |
| 5Y | +52.5% | +126.1% | -73.6% | +13.1% |
| All | +52.5% | +122.8% | -70.3% | +13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling