+565.7%
AMZN vs ET
+177.0%
+388.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.8% | +2.1% |
| 7D | -0.7% | +0.2% | -0.9% | -0.7% |
| 30D | -3.9% | +2.9% | -6.8% | -4.6% |
| 3M | +6.3% | +16.8% | -10.5% | +2.4% |
| 6M | +20.8% | +18.9% | +1.9% | +15.7% |
| YTD | +11.2% | +37.7% | -26.5% | +2.8% |
| 1Y | +11.7% | +32.4% | -20.8% | +4.1% |
| 3Y | +79.4% | +99.5% | -20.0% | +52.5% |
| 5Y | +48.0% | +244.0% | -195.9% | +13.0% |
| All | +565.7% | +177.0% | +388.7% | +454.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling