+113.6%
C vs ET
+216.9%
-103.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.5% |
| 7D | -0.4% | +1.8% | -2.2% | -1.2% |
| 30D | -5.3% | -3.0% | -2.4% | -4.1% |
| 3M | -8.0% | -4.7% | -3.3% | -6.1% |
| 6M | -0.3% | +2.7% | -2.9% | -2.4% |
| YTD | +8.6% | +26.5% | -17.9% | -5.7% |
| 1Y | +25.8% | +25.0% | +0.9% | +9.9% |
| 3Y | +221.2% | +85.4% | +135.8% | +125.5% |
| 5Y | +113.6% | +215.5% | -102.0% | +15.0% |
| All | +113.6% | +216.9% | -103.3% | +15.0% |
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 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