+514.0%
NOW vs ET
+160.8%
+353.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +0.3% | +2.5% | -2.3% | -0.4% |
| 30D | -27.0% | -2.5% | -24.5% | -26.7% |
| 3M | -19.6% | -4.9% | -14.8% | -18.9% |
| 6M | +17.5% | -0.1% | +17.5% | +16.9% |
| YTD | -33.3% | +26.2% | -59.5% | -37.9% |
| 1Y | -39.8% | +25.2% | -65.0% | -43.9% |
| 3Y | -19.9% | +84.2% | -104.1% | -32.4% |
| 5Y | -26.1% | +216.1% | -242.1% | -44.8% |
| All | +514.0% | +160.8% | +353.1% | +358.3% |
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