-28.6%
NOW vs ETR
+26.8%
-55.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.2% | -6.2% | -4.1% |
| 7D | -6.1% | +1.4% | -7.5% | -5.1% |
| 30D | +7.5% | +1.9% | +5.6% | +9.2% |
| 3M | +17.5% | +1.0% | +16.5% | +18.9% |
| 6M | +7.9% | +4.8% | +3.1% | +10.9% |
| YTD | -12.4% | +19.5% | -31.9% | -7.6% |
| 1Y | -28.6% | +28.1% | -56.7% | -27.4% |
| All | -28.6% | +26.8% | -55.4% | -27.4% |
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 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