+155.3%
ET vs NTR
+97.9%
+57.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.7% |
| 7D | +0.2% | -1.3% | +1.5% | +0.7% |
| 30D | +2.9% | +16.8% | -13.9% | -3.6% |
| 3M | +16.8% | +20.7% | -4.0% | +7.6% |
| 6M | +18.9% | +0.5% | +18.3% | +17.1% |
| YTD | +37.7% | +29.2% | +8.5% | +21.3% |
| 1Y | +32.4% | +39.6% | -7.1% | +12.1% |
| 3Y | +99.5% | +37.9% | +61.6% | +64.4% |
| 5Y | +244.0% | +47.1% | +196.9% | +144.6% |
| All | +155.3% | +97.9% | +57.4% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 10y: compounded portfolio wealth divided by compounded NTR 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…
10y analysis · Full analysis span regression · 6 months rolling