+514.0%
NOW vs ETR
+378.9%
+135.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +0.3% | +1.2% | -0.9% | 0.0% |
| 30D | -27.0% | +7.0% | -34.0% | -28.2% |
| 3M | -19.6% | +4.6% | -24.2% | -20.7% |
| 6M | +17.5% | +0.1% | +17.3% | +16.5% |
| YTD | -33.3% | +23.2% | -56.4% | -38.3% |
| 1Y | -39.8% | +20.6% | -60.4% | -44.1% |
| 3Y | -19.9% | +156.3% | -176.2% | -43.0% |
| 5Y | -26.1% | +159.6% | -185.7% | -48.3% |
| All | +514.0% | +378.9% | +135.0% | +298.4% |
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