+128.3%
ETR vs NWSA
+40.1%
+88.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +0.4% | -3.1% | +3.5% | +0.8% |
| 30D | +2.0% | +4.3% | -2.2% | +1.4% |
| 3M | -1.7% | +9.2% | -10.9% | -3.2% |
| 6M | +3.6% | +21.6% | -18.0% | 0.0% |
| YTD | +18.0% | +14.2% | +3.8% | +15.0% |
| 1Y | +26.2% | +1.8% | +24.5% | +25.5% |
| 3Y | +148.0% | +44.4% | +103.6% | +129.7% |
| All | +128.3% | +40.1% | +88.1% | +106.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling