+483.3%
ET vs INDA
+115.1%
+368.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.9% | +0.7% | +0.2% | +0.5% |
| 30D | +7.5% | -0.8% | +8.3% | +7.8% |
| 3M | +11.4% | +3.9% | +7.5% | +9.1% |
| 6M | +18.5% | -0.7% | +19.2% | +18.1% |
| YTD | +37.4% | -7.7% | +45.0% | +41.7% |
| 1Y | +30.9% | -5.1% | +36.0% | +33.1% |
| 3Y | +98.7% | +13.6% | +85.1% | +82.5% |
| 5Y | +230.7% | +7.8% | +222.9% | +210.7% |
| 10Y | +175.6% | +84.6% | +90.9% | +94.7% |
| All | +483.3% | +115.1% | +368.1% | +296.4% |
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