+131.6%
C vs ET
+235.7%
-104.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.7% |
| 7D | +3.2% | +0.4% | +2.7% | +3.0% |
| 30D | +1.3% | +6.9% | -5.6% | -2.0% |
| 3M | +3.1% | +13.1% | -10.0% | -3.3% |
| 6M | +29.6% | +18.7% | +10.9% | +18.0% |
| YTD | +19.0% | +37.4% | -18.5% | -0.1% |
| 1Y | +45.6% | +34.8% | +10.8% | +23.3% |
| 3Y | +269.3% | +96.8% | +172.5% | +155.8% |
| 5Y | +131.6% | +238.2% | -106.7% | +24.6% |
| All | +131.6% | +235.7% | -104.2% | +24.6% |
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