+294.7%
C vs ET
+166.1%
+128.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.4% |
| 7D | +2.6% | +0.6% | +1.9% | +2.3% |
| 30D | +1.9% | +5.3% | -3.4% | -0.6% |
| 3M | +2.8% | +15.6% | -12.8% | -4.4% |
| 6M | +30.6% | +20.6% | +9.9% | +18.5% |
| YTD | +19.9% | +38.5% | -18.7% | +1.5% |
| 1Y | +44.6% | +35.7% | +8.8% | +23.4% |
| 3Y | +272.1% | +98.4% | +173.8% | +164.1% |
| 5Y | +132.0% | +245.3% | -113.3% | +24.7% |
| 10Y | +294.7% | +173.7% | +120.9% | +105.3% |
| All | +294.7% | +166.1% | +128.5% | +105.3% |
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