+1,218.2%
BE vs ET
+241.7%
+976.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.2% |
| 7D | +9.7% | +1.4% | +8.4% | +8.4% |
| 30D | +22.4% | +4.6% | +17.8% | +17.2% |
| 3M | +10.4% | +16.0% | -5.7% | -5.5% |
| 6M | +67.9% | +22.8% | +45.0% | +35.7% |
| YTD | +197.5% | +38.9% | +158.6% | +112.8% |
| 1Y | +310.6% | +34.1% | +276.5% | +203.9% |
| 3Y | +1,657.2% | +98.8% | +1,558.4% | +870.3% |
| 5Y | +1,218.2% | +246.8% | +971.3% | +435.1% |
| All | +1,218.2% | +241.7% | +976.5% | +435.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling