+118.3%
ALL vs ET
+84.4%
+34.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | 0.0% | +3.0% | -3.1% | -0.8% |
| 30D | +12.8% | -3.5% | +16.3% | +13.8% |
| 3M | +4.7% | -5.6% | +10.3% | +6.2% |
| 6M | +24.9% | +0.5% | +24.4% | +24.5% |
| YTD | +30.0% | +26.3% | +3.6% | +21.5% |
| 1Y | +29.9% | +25.7% | +4.3% | +21.6% |
| All | +118.3% | +84.4% | +34.0% | +96.0% |
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 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