+156.9%
ET vs NTR
+103.7%
+53.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.8% |
| 7D | +0.6% | +0.5% | +0.1% | +0.4% |
| 30D | +5.3% | +21.7% | -16.4% | -3.0% |
| 3M | +15.6% | +22.8% | -7.1% | +5.9% |
| 6M | +20.6% | +8.2% | +12.4% | +15.3% |
| YTD | +38.5% | +32.9% | +5.6% | +20.6% |
| 1Y | +35.7% | +45.3% | -9.6% | +13.0% |
| 3Y | +98.4% | +41.7% | +56.7% | +61.7% |
| 5Y | +245.3% | +49.8% | +195.5% | +144.2% |
| All | +156.9% | +103.7% | +53.2% | +42.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling