+173.8%
ET vs NWSA
+149.4%
+24.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +0.2% | -2.8% | +3.0% | +1.3% |
| 30D | +2.9% | +3.0% | -0.2% | +1.6% |
| 3M | +16.8% | +12.3% | +4.5% | +11.2% |
| 6M | +18.9% | +21.9% | -3.0% | +9.1% |
| YTD | +37.7% | +13.6% | +24.1% | +29.4% |
| 1Y | +32.4% | +0.5% | +32.0% | +30.2% |
| 3Y | +99.5% | +43.8% | +55.7% | +66.5% |
| 5Y | +244.0% | +41.2% | +202.8% | +178.7% |
| All | +173.8% | +149.4% | +24.4% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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