+20.1%
COMP vs ET
+24.7%
-4.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.5% | +11.2% | +4.7% |
| 7D | +9.5% | -6.0% | +15.5% | +4.2% |
| 30D | +8.1% | -6.1% | +14.2% | +3.4% |
| 3M | -16.3% | -2.7% | -13.7% | -17.5% |
| 6M | +42.2% | +0.2% | +42.0% | +44.1% |
| YTD | -5.0% | +24.3% | -29.4% | -8.9% |
| 1Y | +20.1% | +26.4% | -6.3% | +14.8% |
| All | +20.1% | +24.7% | -4.6% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling