+210.6%
ET vs INDA
+8.7%
+201.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +2.5% | +1.1% | +1.4% | +2.2% |
| 30D | -2.5% | +9.4% | -11.8% | -5.6% |
| 3M | -4.9% | +2.9% | -7.8% | -5.8% |
| 6M | -0.1% | +7.2% | -7.3% | -2.9% |
| YTD | +26.2% | -4.8% | +31.0% | +29.1% |
| 1Y | +25.2% | -5.1% | +30.2% | +28.2% |
| 3Y | +84.2% | +16.7% | +67.5% | +64.8% |
| All | +210.6% | +8.7% | +201.9% | +186.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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