+290.1%
ETR vs NWSA
+149.4%
+140.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -1.8% | -2.8% | +1.0% | -1.2% |
| 30D | -1.8% | +3.0% | -4.8% | -2.4% |
| 3M | -3.6% | +12.3% | -15.9% | -6.3% |
| 6M | +2.6% | +21.9% | -19.2% | -2.4% |
| YTD | +16.0% | +13.6% | +2.5% | +11.8% |
| 1Y | +20.1% | +0.5% | +19.7% | +19.0% |
| 3Y | +143.6% | +43.8% | +99.8% | +119.3% |
| 5Y | +124.4% | +41.2% | +83.2% | +97.6% |
| All | +290.1% | +149.4% | +140.7% | +177.8% |
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 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