+242.5%
ET vs INDA
+5.7%
+236.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.2% |
| 7D | +0.2% | -2.7% | +2.9% | +1.3% |
| 30D | +2.9% | -2.8% | +5.6% | +3.9% |
| 3M | +16.8% | +1.6% | +15.2% | +15.7% |
| 6M | +18.9% | -1.4% | +20.3% | +19.0% |
| YTD | +37.7% | -10.1% | +47.8% | +44.0% |
| 1Y | +32.4% | -8.8% | +41.2% | +37.3% |
| 3Y | +99.5% | +7.6% | +91.9% | +84.4% |
| All | +242.5% | +5.7% | +236.8% | +217.3% |
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