+751.2%
ALL vs ET
+1,310.3%
-559.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +5.0% | +2.5% | +2.5% | +4.4% |
| 30D | +13.3% | -2.5% | +15.8% | +13.8% |
| 3M | +3.2% | -4.9% | +8.0% | +4.2% |
| 6M | +25.3% | -0.1% | +25.4% | +25.2% |
| YTD | +30.5% | +26.2% | +4.2% | +23.4% |
| 1Y | +29.2% | +25.2% | +4.0% | +22.4% |
| 3Y | +119.1% | +84.2% | +34.9% | +89.0% |
| 5Y | +162.6% | +216.1% | -53.4% | +99.1% |
| 10Y | +378.8% | +160.7% | +218.1% | +252.4% |
| All | +751.2% | +1,310.3% | -559.0% | +71.8% |
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 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