+56.9%
ON vs ETR
+122.8%
-65.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.1% | +0.1% |
| 7D | -1.9% | +0.4% | -2.3% | -2.0% |
| 30D | -11.0% | +2.0% | -13.1% | -11.4% |
| 3M | -39.3% | -1.7% | -37.6% | -39.2% |
| 6M | +19.8% | +3.6% | +16.3% | +18.6% |
| YTD | +31.1% | +18.0% | +13.0% | +26.5% |
| 1Y | +46.0% | +26.2% | +19.8% | +39.2% |
| 3Y | -27.5% | +148.0% | -175.5% | -40.7% |
| 5Y | +56.9% | +126.1% | -69.2% | +27.9% |
| All | +56.9% | +122.8% | -65.9% | +27.9% |
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 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