+111.1%
B vs ET
+1,435.0%
-1,323.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.2% |
| 7D | -1.6% | +0.9% | -2.5% | -1.7% |
| 30D | +9.4% | +7.5% | +2.0% | +8.4% |
| 3M | +5.0% | +11.4% | -6.4% | +3.4% |
| 6M | -3.5% | +18.5% | -22.1% | -5.8% |
| YTD | +4.5% | +37.4% | -32.9% | +0.1% |
| 1Y | +67.8% | +30.9% | +36.8% | +61.7% |
| 3Y | +196.7% | +98.7% | +98.0% | +170.7% |
| 5Y | +151.9% | +230.7% | -78.8% | +115.3% |
| 10Y | +202.2% | +175.6% | +26.6% | +152.2% |
| All | +111.1% | +1,435.0% | -1,323.8% | +5.5% |
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