+201.4%
B vs ET
+177.0%
+24.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | -2.4% | +0.2% | -2.6% | -2.4% |
| 30D | +6.3% | +2.9% | +3.5% | +6.0% |
| 3M | +12.1% | +16.8% | -4.6% | +10.0% |
| 6M | -3.1% | +18.9% | -22.0% | -5.3% |
| YTD | +2.0% | +37.7% | -35.7% | -2.1% |
| 1Y | +51.7% | +32.4% | +19.2% | +46.4% |
| 3Y | +190.5% | +99.5% | +91.0% | +167.5% |
| 5Y | +158.0% | +244.0% | -86.0% | +126.3% |
| All | +201.4% | +177.0% | +24.4% | +196.2% |
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