+196.6%
B vs ET
+97.4%
+99.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.9% |
| 7D | +1.0% | +0.6% | +0.4% | +0.9% |
| 30D | +9.5% | +5.3% | +4.2% | +8.0% |
| 3M | +14.3% | +15.6% | -1.3% | +9.6% |
| 6M | -1.9% | +20.6% | -22.5% | -7.7% |
| YTD | +4.1% | +38.5% | -34.4% | -6.6% |
| 1Y | +56.1% | +35.7% | +20.4% | +40.9% |
| All | +196.6% | +97.4% | +99.2% | +100.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling