-93.9%
OPEN vs ETR
+158.0%
-252.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.1% |
| 7D | -31.1% | +0.1% | -31.1% | -31.1% |
| 30D | -34.7% | +7.7% | -42.4% | -36.7% |
| 3M | -61.9% | +5.7% | -67.6% | -62.8% |
| 6M | -71.9% | -0.3% | -71.6% | -72.0% |
| YTD | -76.6% | +23.4% | -99.9% | -79.3% |
| 1Y | -83.9% | +18.5% | -102.4% | -85.4% |
| 3Y | -34.4% | +155.6% | -189.9% | -60.4% |
| 5Y | -93.9% | +158.7% | -252.6% | -95.8% |
| All | -93.9% | +158.0% | -252.0% | -95.8% |
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 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