-17.1%
NOW vs ET
+82.5%
-99.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | -3.1% | -4.4% | +1.4% | -1.6% |
| 30D | -27.0% | -4.8% | -22.3% | -26.1% |
| 3M | -17.7% | -3.4% | -14.3% | -17.3% |
| 6M | +12.7% | +2.2% | +10.5% | +10.2% |
| YTD | -32.9% | +24.2% | -57.1% | -40.8% |
| 1Y | -40.4% | +24.5% | -64.9% | -47.5% |
| 3Y | -17.1% | +83.6% | -100.7% | -28.8% |
| All | -17.1% | +82.5% | -99.6% | -28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling