+47.6%
ON vs ETR
+19.3%
+28.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.6% |
| 7D | +12.2% | +1.2% | +11.1% | +11.9% |
| 30D | -3.1% | +7.0% | -10.1% | -4.9% |
| 3M | -12.9% | +4.6% | -17.5% | -14.0% |
| 6M | -38.6% | +0.1% | -38.7% | -39.1% |
| YTD | +31.2% | +23.2% | +8.0% | +19.3% |
| 1Y | +47.6% | +20.6% | +27.1% | +36.0% |
| All | +47.6% | +19.3% | +28.3% | +36.0% |
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