+725.5%
ALL vs ET
+1,435.0%
-709.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | 0.0% | +0.9% | -0.9% | -0.2% |
| 30D | -1.5% | +7.5% | -9.0% | -3.1% |
| 3M | +23.6% | +11.4% | +12.2% | +20.6% |
| 6M | +22.3% | +18.5% | +3.8% | +17.6% |
| YTD | +26.5% | +37.4% | -10.9% | +17.5% |
| 1Y | +27.0% | +30.9% | -3.9% | +19.1% |
| 3Y | +149.6% | +98.7% | +50.8% | +111.7% |
| 5Y | +118.1% | +230.7% | -112.6% | +63.5% |
| 10Y | +369.0% | +175.6% | +193.4% | +239.4% |
| All | +725.5% | +1,435.0% | -709.4% | +63.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling