+1,449.6%
NET vs ET
+184.2%
+1,265.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.2% | -2.0% |
| 7D | -7.0% | +0.9% | -7.9% | -7.2% |
| 30D | -4.8% | +7.5% | -12.3% | -6.7% |
| 3M | +3.8% | +11.4% | -7.6% | +0.7% |
| 6M | +50.0% | +18.5% | +31.5% | +42.8% |
| YTD | +41.5% | +37.4% | +4.1% | +28.9% |
| 1Y | +32.8% | +30.9% | +1.9% | +22.6% |
| 3Y | +335.9% | +98.7% | +237.1% | +265.7% |
| 5Y | +113.8% | +230.7% | -116.9% | +66.6% |
| All | +1,449.6% | +184.2% | +1,265.4% | +1,125.1% |
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