+312.3%
ET vs NWSA
+127.4%
+184.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +1.1% |
| 7D | +0.9% | -1.9% | +2.8% | +1.7% |
| 30D | +7.5% | +4.6% | +2.9% | +5.2% |
| 3M | +11.4% | +13.2% | -1.8% | +4.6% |
| 6M | +18.5% | +27.0% | -8.5% | +4.9% |
| YTD | +37.4% | +16.8% | +20.5% | +25.8% |
| 1Y | +30.9% | +4.5% | +26.4% | +25.7% |
| 3Y | +98.7% | +46.2% | +52.5% | +58.6% |
| 5Y | +230.7% | +40.9% | +189.8% | +157.1% |
| 10Y | +175.6% | +145.1% | +30.5% | +41.3% |
| All | +312.3% | +127.4% | +184.9% | +118.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling