+116.1%
ALL vs ET
+242.4%
-126.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.7% | -0.2% |
| 7D | -2.2% | +0.6% | -2.9% | -2.4% |
| 30D | -5.6% | +5.3% | -10.9% | -7.1% |
| 3M | +17.2% | +15.6% | +1.6% | +12.3% |
| 6M | +23.2% | +20.6% | +2.6% | +16.5% |
| YTD | +23.6% | +38.5% | -14.9% | +11.9% |
| 1Y | +29.2% | +35.7% | -6.6% | +17.5% |
| 3Y | +153.8% | +98.4% | +55.5% | +103.1% |
| 5Y | +116.1% | +245.3% | -129.2% | +48.8% |
| All | +116.1% | +242.4% | -126.3% | +48.8% |
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 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