+792.7%
NDAQ vs ET
+1,435.7%
-643.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -2.6% | +0.4% | -3.0% | -2.7% |
| 30D | +0.5% | +6.9% | -6.4% | -1.1% |
| 3M | +9.9% | +13.1% | -3.2% | +6.7% |
| 6M | +8.2% | +18.7% | -10.5% | +3.7% |
| YTD | -1.5% | +37.4% | -38.9% | -8.9% |
| 1Y | +1.3% | +34.8% | -33.5% | -5.9% |
| 3Y | +92.6% | +96.8% | -4.2% | +63.3% |
| 5Y | +53.8% | +238.2% | -184.4% | +14.0% |
| 10Y | +376.0% | +159.4% | +216.5% | +244.5% |
| All | +792.7% | +1,435.7% | -643.0% | +17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling