-27.4%
ON vs ETR
+151.3%
-178.6%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.2% | -5.6% | -4.5% |
| 7D | -2.2% | +1.4% | -3.6% | -2.3% |
| 30D | -12.4% | +1.9% | -14.3% | -12.5% |
| 3M | -41.2% | +1.0% | -42.2% | -41.3% |
| 6M | +25.0% | +4.8% | +20.1% | +24.5% |
| YTD | +31.3% | +19.5% | +11.7% | +30.0% |
| 1Y | +45.4% | +28.1% | +17.3% | +44.3% |
| All | -27.4% | +151.3% | -178.6% | -11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling