+26.5%
ON vs ETR
+158.0%
-131.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.3% | +5.5% | +5.7% |
| 7D | +3.3% | +0.1% | +3.3% | +3.4% |
| 30D | -3.1% | +7.7% | -10.8% | -4.6% |
| 3M | -9.2% | +5.7% | -14.9% | -10.3% |
| 6M | -31.4% | -0.3% | -31.1% | -31.5% |
| YTD | +36.0% | +23.4% | +12.6% | +29.7% |
| 1Y | +52.0% | +18.5% | +33.5% | +46.2% |
| 3Y | +9.3% | +155.6% | -146.3% | -12.5% |
| 5Y | +26.5% | +158.7% | -132.2% | +1.2% |
| All | +26.5% | +158.0% | -131.5% | +1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling