+55.3%
ON vs ETR
+21.8%
+33.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.4% | +8.9% | +8.6% |
| 7D | +2.4% | -1.8% | +4.2% | +2.8% |
| 30D | -8.6% | -1.8% | -6.9% | -8.2% |
| 3M | -34.3% | -3.6% | -30.8% | -34.0% |
| 6M | +28.5% | +2.6% | +25.9% | +26.1% |
| YTD | +40.6% | +16.0% | +24.6% | +30.4% |
| 1Y | +55.3% | +20.1% | +35.2% | +41.5% |
| All | +55.3% | +21.8% | +33.5% | +41.5% |
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