+748.2%
ALL vs ET
+1,311.7%
-563.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | 0.0% | +3.0% | -3.1% | -0.7% |
| 30D | +12.8% | -3.5% | +16.3% | +13.6% |
| 3M | +4.7% | -5.6% | +10.3% | +5.9% |
| 6M | +24.9% | +0.5% | +24.4% | +24.7% |
| YTD | +30.0% | +26.3% | +3.6% | +22.9% |
| 1Y | +29.9% | +25.7% | +4.3% | +23.0% |
| 3Y | +117.5% | +85.1% | +32.5% | +87.5% |
| 5Y | +161.7% | +216.4% | -54.7% | +98.4% |
| 10Y | +377.1% | +160.9% | +216.1% | +251.1% |
| All | +748.2% | +1,311.7% | -563.5% | +71.1% |
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