-25.1%
NOW vs ETR
+157.6%
-182.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +0.3% | +1.2% | -0.9% | +0.3% |
| 30D | -27.0% | +7.0% | -34.0% | -27.1% |
| 3M | -19.6% | +4.6% | -24.2% | -19.7% |
| 6M | +17.5% | +0.1% | +17.3% | +17.5% |
| YTD | -33.3% | +23.2% | -56.4% | -35.9% |
| 1Y | -39.8% | +20.6% | -60.4% | -42.0% |
| 3Y | -19.9% | +156.3% | -176.2% | -35.7% |
| All | -25.1% | +157.6% | -182.7% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling