+438.6%
ETR vs NWSA
+123.2%
+315.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +1.5% |
| 7D | +1.4% | -2.6% | +4.1% | +1.9% |
| 30D | +1.9% | +4.6% | -2.7% | +0.9% |
| 3M | +1.0% | +10.2% | -9.2% | -1.2% |
| 6M | +4.8% | +21.6% | -16.8% | +0.3% |
| YTD | +19.5% | +14.6% | +4.9% | +15.4% |
| 1Y | +28.1% | +0.4% | +27.7% | +27.0% |
| 3Y | +151.1% | +45.0% | +106.2% | +128.6% |
| 5Y | +125.2% | +41.3% | +83.9% | +101.5% |
| 10Y | +291.1% | +142.8% | +148.3% | +190.5% |
| All | +438.6% | +123.2% | +315.5% | +302.8% |
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 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