+78.5%
B vs ET
+1,311.7%
-1,233.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -3.0% | -3.1% |
| 7D | -6.2% | +3.0% | -9.2% | -6.6% |
| 30D | -6.6% | -3.5% | -3.2% | -6.3% |
| 3M | -7.9% | -5.6% | -2.3% | -7.3% |
| 6M | -16.8% | +0.5% | -17.3% | -17.1% |
| YTD | -11.7% | +26.3% | -38.0% | -14.6% |
| 1Y | +3.5% | +25.7% | -22.2% | +0.1% |
| 3Y | +165.7% | +85.1% | +80.6% | +144.3% |
| 5Y | +108.4% | +216.4% | -108.0% | +79.2% |
| 10Y | +212.7% | +160.9% | +51.7% | +162.9% |
| All | +78.5% | +1,311.7% | -1,233.2% | -10.0% |
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