+629.3%
ON vs ETR
+296.9%
+332.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.4% | +8.9% | +8.7% |
| 7D | +2.4% | -1.8% | +4.2% | +3.0% |
| 30D | -8.6% | -1.8% | -6.9% | -8.0% |
| 3M | -34.3% | -3.6% | -30.8% | -33.6% |
| 6M | +28.5% | +2.6% | +25.9% | +26.3% |
| YTD | +40.6% | +16.0% | +24.6% | +31.6% |
| 1Y | +55.3% | +20.1% | +35.2% | +43.3% |
| 3Y | -22.2% | +143.6% | -165.8% | -48.8% |
| 5Y | +62.4% | +124.4% | -62.0% | +9.3% |
| All | +629.3% | +296.9% | +332.5% | +393.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling