+2,327.9%
NDAQ vs ETR
+1,174.3%
+1,153.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.6% |
| 7D | -2.4% | +1.4% | -3.9% | -3.1% |
| 30D | +2.5% | +1.0% | +1.5% | +1.9% |
| 3M | +9.9% | -1.3% | +11.2% | +10.2% |
| 6M | +9.4% | +1.9% | +7.5% | +7.3% |
| YTD | +0.4% | +18.2% | -17.7% | -8.4% |
| 1Y | +4.0% | +24.7% | -20.6% | -7.7% |
| 3Y | +94.4% | +150.7% | -56.3% | +20.8% |
| 5Y | +56.7% | +127.0% | -70.3% | +0.3% |
| 10Y | +375.3% | +295.5% | +79.8% | +123.8% |
| All | +2,327.9% | +1,174.3% | +1,153.5% | +735.3% |
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