-22.2%
ON vs ET
+96.2%
-118.4%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.8% | +9.3% | +8.9% |
| 7D | +2.4% | +0.2% | +2.1% | +2.2% |
| 30D | -8.6% | +2.9% | -11.5% | -10.0% |
| 3M | -34.3% | +16.8% | -51.1% | -39.8% |
| 6M | +28.5% | +18.9% | +9.7% | +15.9% |
| YTD | +40.6% | +37.7% | +2.9% | +14.9% |
| 1Y | +55.3% | +32.4% | +22.9% | +30.0% |
| 3Y | -22.2% | +99.5% | -121.7% | -49.3% |
| All | -22.2% | +96.2% | -118.4% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 3y: compounded portfolio wealth divided by compounded ET 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…
3y analysis · Full analysis span regression · 6 months rolling