+2,627.5%
NDAQ vs ETR
+1,228.5%
+1,399.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | +1.3% | +1.2% | +0.1% | +0.7% |
| 30D | +18.0% | +7.0% | +10.9% | +14.4% |
| 3M | +11.5% | +4.6% | +6.9% | +9.2% |
| 6M | +21.1% | +0.1% | +21.0% | +20.4% |
| YTD | +12.8% | +23.2% | -10.4% | +0.9% |
| 1Y | +25.7% | +20.6% | +5.1% | +13.5% |
| 3Y | +116.8% | +156.3% | -39.5% | +33.6% |
| 5Y | +67.3% | +159.6% | -92.4% | +0.6% |
| 10Y | +473.3% | +377.1% | +96.2% | +147.2% |
| All | +2,627.5% | +1,228.5% | +1,399.0% | +820.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling