+97.4%
AR vs ET
+215.7%
-118.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +7.4% | +2.5% | +4.8% | +4.5% |
| 30D | +5.8% | -2.5% | +8.2% | +8.6% |
| 3M | +5.2% | -4.9% | +10.1% | +10.9% |
| 6M | +5.4% | -0.1% | +5.5% | +5.5% |
| YTD | +12.4% | +26.2% | -13.8% | -12.6% |
| 1Y | +12.8% | +25.2% | -12.3% | -11.4% |
| 3Y | +47.2% | +84.2% | -37.0% | -25.7% |
| All | +97.4% | +215.7% | -118.4% | -37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling