+1,003.0%
BE vs ET
+146.6%
+856.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.8% | +7.5% | +7.3% |
| 7D | +9.0% | +0.2% | +8.8% | +8.8% |
| 30D | +16.3% | +2.9% | +13.4% | +13.4% |
| 3M | +10.8% | +16.8% | -6.0% | -2.9% |
| 6M | +73.2% | +18.9% | +54.3% | +49.3% |
| YTD | +217.4% | +37.7% | +179.7% | +144.3% |
| 1Y | +309.8% | +32.4% | +277.4% | +225.2% |
| 3Y | +1,726.2% | +99.5% | +1,626.7% | +1,018.0% |
| 5Y | +1,306.2% | +244.0% | +1,062.2% | +491.2% |
| All | +1,003.0% | +146.6% | +856.4% | +311.8% |
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