+363.0%
NDAQ vs ET
+177.0%
+186.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.3% | -0.4% |
| 7D | -5.6% | +0.2% | -5.8% | -5.6% |
| 30D | -4.4% | +2.9% | -7.2% | -4.9% |
| 3M | +5.9% | +16.8% | -10.9% | +2.8% |
| 6M | +7.7% | +18.9% | -11.1% | +4.1% |
| YTD | -5.2% | +37.7% | -42.9% | -11.0% |
| 1Y | -3.4% | +32.4% | -35.8% | -8.7% |
| 3Y | +85.6% | +99.5% | -13.9% | +62.9% |
| 5Y | +49.5% | +244.0% | -194.5% | +19.6% |
| All | +363.0% | +177.0% | +186.0% | +260.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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