+97.2%
NI vs ET
+241.8%
-144.6%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | 0.0% | +0.2% | -0.2% | 0.0% |
| 30D | -1.4% | +2.9% | -4.2% | -2.1% |
| 3M | -10.6% | +16.8% | -27.4% | -14.2% |
| 6M | -9.3% | +18.9% | -28.2% | -13.5% |
| YTD | +1.1% | +37.7% | -36.6% | -7.3% |
| 1Y | +3.4% | +32.4% | -29.1% | -4.3% |
| 3Y | +67.9% | +99.5% | -31.6% | +39.9% |
| All | +97.2% | +241.8% | -144.6% | +51.9% |
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 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