+32.6%
NET vs ETR
+157.8%
-125.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.7% | -5.3% | -2.8% |
| 7D | -16.4% | +3.7% | -20.1% | -16.6% |
| 30D | -25.8% | +11.0% | -36.8% | -26.6% |
| 3M | -11.5% | +3.4% | -14.9% | -11.8% |
| 6M | +18.9% | -3.3% | +22.2% | +19.5% |
| YTD | +35.2% | +23.3% | +12.0% | +29.8% |
| 1Y | +14.5% | +19.2% | -4.7% | +10.6% |
| 3Y | +313.8% | +151.3% | +162.5% | +254.4% |
| 5Y | +32.6% | +159.1% | -126.5% | +34.5% |
| All | +32.6% | +157.8% | -125.2% | +34.5% |
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 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