+1,462.3%
ET vs NTRS
+505.1%
+957.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.2% |
| 7D | +0.2% | +1.4% | -1.1% | -0.3% |
| 30D | +2.9% | -0.7% | +3.5% | +3.1% |
| 3M | +16.8% | +11.3% | +5.5% | +11.8% |
| 6M | +18.9% | +35.5% | -16.7% | +5.0% |
| YTD | +37.7% | +40.6% | -2.9% | +19.5% |
| 1Y | +32.4% | +49.2% | -16.8% | +12.0% |
| 3Y | +99.5% | +167.2% | -67.7% | +31.7% |
| 5Y | +244.0% | +94.9% | +149.0% | +149.2% |
| 10Y | +172.1% | +259.5% | -87.4% | +56.0% |
| All | +1,462.3% | +505.1% | +957.2% | +634.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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