+1,008.9%
BE vs ET
+146.1%
+862.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | 0.0% | +9.6% | +9.6% |
| 7D | +29.8% | +0.4% | +29.3% | +29.4% |
| 30D | +26.4% | +6.9% | +19.5% | +19.8% |
| 3M | +9.3% | +13.1% | -3.8% | -1.8% |
| 6M | +105.1% | +18.7% | +86.3% | +76.9% |
| YTD | +219.0% | +37.4% | +181.6% | +146.2% |
| 1Y | +418.8% | +34.8% | +383.9% | +307.1% |
| 3Y | +1,784.6% | +96.8% | +1,687.8% | +1,065.4% |
| 5Y | +1,251.0% | +238.2% | +1,012.7% | +475.0% |
| All | +1,008.9% | +146.1% | +862.7% | +314.8% |
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 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