+140.2%
NI vs ETR
+296.9%
-156.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | 0.0% | -1.8% | +1.9% | +1.4% |
| 30D | -1.4% | -1.8% | +0.4% | -0.1% |
| 3M | -10.6% | -3.6% | -7.0% | -8.2% |
| 6M | -9.3% | +2.6% | -11.9% | -11.5% |
| YTD | +1.1% | +16.0% | -14.9% | -10.0% |
| 1Y | +3.4% | +20.1% | -16.8% | -10.4% |
| 3Y | +67.9% | +143.6% | -75.7% | -17.7% |
| 5Y | +98.0% | +124.4% | -26.4% | +2.4% |
| All | +140.2% | +296.9% | -156.7% | -19.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling