-40.7%
NOW vs ETR
+17.9%
-58.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +1.9% |
| 7D | -3.1% | +1.7% | -4.8% | -1.5% |
| 30D | -27.0% | +8.7% | -35.8% | -20.5% |
| 3M | -17.7% | +4.9% | -22.6% | -13.2% |
| 6M | +12.7% | +0.8% | +11.9% | +16.5% |
| YTD | -32.9% | +23.1% | -56.1% | -21.1% |
| All | -40.7% | +17.9% | -58.6% | -30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling