+1,381.0%
NET vs ET
+157.2%
+1,223.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.5% | +0.9% | -1.6% |
| 7D | -16.4% | -6.0% | -10.3% | -14.9% |
| 30D | -25.8% | -6.1% | -19.8% | -24.5% |
| 3M | -11.5% | -2.7% | -8.9% | -10.9% |
| 6M | +18.9% | +0.2% | +18.7% | +18.9% |
| YTD | +35.2% | +24.3% | +10.9% | +26.7% |
| 1Y | +14.5% | +26.4% | -11.9% | +6.7% |
| 3Y | +313.8% | +75.2% | +238.6% | +258.9% |
| 5Y | +32.6% | +208.0% | -175.4% | +6.1% |
| All | +1,381.0% | +157.2% | +1,223.8% | +1,103.9% |
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