+47.6%
ON vs ETR
+18.4%
+29.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.7% | -4.6% | -2.6% |
| 7D | -5.8% | +3.7% | -9.5% | -6.7% |
| 30D | -17.1% | +11.0% | -28.1% | -19.5% |
| 3M | -11.8% | +3.4% | -15.2% | -12.8% |
| 6M | -30.2% | -3.3% | -26.9% | -30.1% |
| YTD | +31.6% | +23.3% | +8.3% | +19.5% |
| 1Y | +47.6% | +19.2% | +28.4% | +37.0% |
| All | +47.6% | +18.4% | +29.2% | +37.0% |
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