+5,122.5%
NI vs ETR
+4,465.2%
+657.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | +0.1% | +0.6% |
| 7D | +2.3% | +1.4% | +0.9% | +1.5% |
| 30D | -1.7% | +1.9% | -3.5% | -2.7% |
| 3M | -8.0% | +1.0% | -9.0% | -8.5% |
| 6M | -8.6% | +4.8% | -13.5% | -11.2% |
| YTD | +2.3% | +19.5% | -17.2% | -7.5% |
| 1Y | +6.9% | +28.1% | -21.2% | -7.0% |
| 3Y | +70.6% | +151.1% | -80.6% | +1.4% |
| 5Y | +96.4% | +125.2% | -28.8% | +23.7% |
| 10Y | +136.1% | +291.1% | -155.0% | +13.5% |
| All | +5,122.5% | +4,465.2% | +657.3% | +1,110.9% |
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