-56.8%
C vs ET
+1,311.7%
-1,368.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | -0.1% |
| 7D | +4.7% | +3.0% | +1.7% | +3.3% |
| 30D | +0.2% | -3.5% | +3.6% | +1.6% |
| 3M | -9.3% | -5.6% | -3.7% | -7.2% |
| 6M | -0.8% | +0.5% | -1.4% | -1.7% |
| YTD | +8.5% | +26.3% | -17.8% | -3.7% |
| 1Y | +23.1% | +25.7% | -2.6% | +9.5% |
| 3Y | +220.8% | +85.1% | +135.7% | +138.1% |
| 5Y | +112.4% | +216.4% | -104.0% | +21.9% |
| 10Y | +217.9% | +160.9% | +57.0% | +79.1% |
| All | -56.8% | +1,311.7% | -1,368.5% | -97.1% |
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 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