+50.3%
NDAQ vs ET
+241.7%
-191.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.6% | -2.4% |
| 7D | -6.8% | +1.4% | -8.1% | -7.2% |
| 30D | -3.2% | +4.6% | -7.7% | -4.4% |
| 3M | +6.5% | +16.0% | -9.6% | +1.9% |
| 6M | +5.7% | +22.8% | -17.1% | -0.8% |
| YTD | -4.6% | +38.9% | -43.5% | -14.0% |
| 1Y | -1.6% | +34.1% | -35.7% | -10.4% |
| 3Y | +86.4% | +98.8% | -12.4% | +51.7% |
| 5Y | +50.3% | +246.8% | -196.5% | +13.6% |
| All | +50.3% | +241.7% | -191.4% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling