+101.2%
ET vs NWSA
+43.0%
+58.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | +1.4% | -4.8% | +6.1% | +2.4% |
| 30D | +4.6% | +3.0% | +1.6% | +3.8% |
| 3M | +16.0% | +9.3% | +6.7% | +13.5% |
| 6M | +22.8% | +23.2% | -0.4% | +16.2% |
| YTD | +38.9% | +13.3% | +25.5% | +34.2% |
| 1Y | +34.1% | +2.9% | +31.2% | +33.4% |
| All | +101.2% | +43.0% | +58.2% | +83.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling