-52.3%
C vs ET
+1,435.0%
-1,487.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +3.6% | +0.9% | +2.7% | +3.2% |
| 30D | +0.1% | +7.5% | -7.4% | -3.3% |
| 3M | +2.4% | +11.4% | -9.0% | -2.8% |
| 6M | +24.9% | +18.5% | +6.4% | +14.8% |
| YTD | +19.8% | +37.4% | -17.6% | +2.6% |
| 1Y | +44.9% | +30.9% | +13.9% | +26.7% |
| 3Y | +263.0% | +98.7% | +164.2% | +161.2% |
| 5Y | +129.5% | +230.7% | -101.2% | +28.9% |
| 10Y | +291.6% | +175.6% | +116.0% | +113.4% |
| All | -52.3% | +1,435.0% | -1,487.3% | -96.9% |
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