+3.5%
B vs ET
+24.8%
-21.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -3.0% | -3.2% |
| 7D | -6.2% | +3.0% | -9.2% | -5.3% |
| 30D | -6.6% | -3.5% | -3.2% | -7.4% |
| 3M | -7.9% | -5.6% | -2.3% | -9.1% |
| 6M | -16.8% | +0.5% | -17.3% | -17.3% |
| YTD | -11.7% | +26.3% | -38.0% | -17.6% |
| 1Y | +3.5% | +25.7% | -22.2% | -2.7% |
| All | +3.5% | +24.8% | -21.3% | -2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling