-29.8%
NOW vs ET
+35.5%
-65.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.2% |
| 7D | -4.1% | +0.6% | -4.8% | -4.0% |
| 30D | +2.9% | +5.3% | -2.4% | +3.3% |
| 3M | +22.6% | +15.6% | +6.9% | +23.3% |
| 6M | +7.5% | +20.6% | -13.1% | +8.0% |
| YTD | -14.4% | +38.5% | -52.9% | -15.5% |
| 1Y | -29.8% | +35.7% | -65.5% | -31.0% |
| All | -29.8% | +35.5% | -65.3% | -31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling