+21.3%
AR vs ET
+31.4%
-10.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -1.0% |
| 7D | +2.5% | +0.9% | +1.6% | +1.5% |
| 30D | +14.8% | +7.5% | +7.3% | +6.1% |
| 3M | +6.2% | +11.4% | -5.2% | -5.4% |
| 6M | +4.3% | +18.5% | -14.2% | -13.2% |
| YTD | +14.4% | +37.4% | -23.0% | -17.3% |
| 1Y | +21.3% | +30.9% | -9.6% | -10.6% |
| All | +21.3% | +31.4% | -10.0% | -10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling