-25.5%
AR vs ET
+221.1%
-246.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +7.4% | +2.5% | +4.8% | +6.1% |
| 30D | +5.8% | -2.5% | +8.2% | +7.1% |
| 3M | +5.2% | -4.9% | +10.1% | +7.9% |
| 6M | +5.4% | -0.1% | +5.5% | +5.8% |
| YTD | +12.4% | +26.2% | -13.8% | +1.1% |
| 1Y | +12.8% | +25.2% | -12.3% | +2.0% |
| 3Y | +47.2% | +84.2% | -37.0% | +13.3% |
| 5Y | +101.1% | +216.1% | -114.9% | +26.4% |
| 10Y | +57.6% | +160.7% | -103.1% | +3.0% |
| All | -25.5% | +221.1% | -246.6% | -31.7% |
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