+1,972.6%
NOW vs ETR
+477.2%
+1,495.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -3.0% | +0.4% | -3.4% | -3.1% |
| 30D | -26.0% | +7.5% | -33.6% | -27.3% |
| 3M | -13.1% | +4.4% | -17.5% | -14.2% |
| 6M | +14.5% | -1.5% | +16.1% | +14.0% |
| YTD | -33.4% | +21.8% | -55.2% | -37.9% |
| 1Y | -40.6% | +18.4% | -59.0% | -44.2% |
| 3Y | -16.3% | +148.5% | -164.8% | -37.9% |
| 5Y | -26.3% | +152.6% | -178.9% | -46.1% |
| 10Y | +512.7% | +354.5% | +158.3% | +291.2% |
| All | +1,972.6% | +477.2% | +1,495.3% | +1,094.2% |
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