+435.9%
ET vs INDA
+121.8%
+314.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +2.5% | +1.1% | +1.4% | +2.0% |
| 30D | -2.5% | +9.4% | -11.8% | -6.7% |
| 3M | -4.9% | +2.9% | -7.8% | -6.4% |
| 6M | -0.1% | +7.2% | -7.3% | -3.9% |
| YTD | +26.2% | -4.8% | +31.0% | +28.0% |
| 1Y | +25.2% | -5.1% | +30.2% | +27.0% |
| 3Y | +84.2% | +16.7% | +67.5% | +66.7% |
| 5Y | +216.1% | +8.8% | +207.3% | +195.0% |
| 10Y | +160.7% | +116.2% | +44.4% | +70.5% |
| All | +435.9% | +121.8% | +314.1% | +258.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling