+193.0%
ARM vs ET
+79.9%
+113.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.9% | +5.8% | +6.1% |
| 7D | -5.3% | -4.4% | -0.9% | -2.6% |
| 30D | -30.0% | -4.8% | -25.3% | -27.9% |
| 3M | -34.1% | -3.4% | -30.6% | -32.9% |
| 6M | -12.6% | +2.2% | -14.8% | -15.0% |
| YTD | +70.4% | +24.2% | +46.2% | +38.3% |
| 1Y | +22.3% | +24.5% | -2.2% | -1.1% |
| 3Y | +261.2% | +83.6% | +177.6% | +129.9% |
| All | +193.0% | +79.9% | +113.0% | +83.4% |
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