-83.8%
OPEN vs ETR
+125.6%
-209.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -3.0% |
| 7D | +1.0% | +1.4% | -0.4% | +0.4% |
| 30D | -11.9% | +1.9% | -13.8% | -12.6% |
| 3M | -28.8% | +1.0% | -29.8% | -29.3% |
| 6M | -38.6% | +4.8% | -43.4% | -40.7% |
| YTD | -47.3% | +19.5% | -66.9% | -52.3% |
| 1Y | -49.2% | +28.1% | -77.3% | -54.9% |
| 3Y | -18.8% | +151.1% | -169.9% | -46.6% |
| All | -83.8% | +125.6% | -209.4% | -88.0% |
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 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