-24.2%
AR vs ET
+249.5%
-273.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +2.5% | +0.9% | +1.6% | +2.0% |
| 30D | +14.8% | +7.5% | +7.3% | +11.0% |
| 3M | +6.2% | +11.4% | -5.2% | +1.0% |
| 6M | +4.3% | +18.5% | -14.2% | -3.6% |
| YTD | +14.4% | +37.4% | -23.0% | -1.3% |
| 1Y | +21.3% | +30.9% | -9.6% | +7.2% |
| 3Y | +39.8% | +98.7% | -58.9% | +3.7% |
| 5Y | +142.1% | +230.7% | -88.6% | +48.7% |
| 10Y | +52.0% | +175.6% | -123.5% | -4.4% |
| All | -24.2% | +249.5% | -273.7% | -33.3% |
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