-46.7%
COMP vs ET
+327.7%
-374.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.4% | -3.4% |
| 7D | +4.1% | +0.4% | +3.6% | +3.8% |
| 30D | -14.5% | +6.9% | -21.4% | -18.1% |
| 3M | +41.8% | +13.1% | +28.7% | +30.3% |
| 6M | +23.6% | +18.7% | +4.8% | +8.4% |
| YTD | +1.7% | +37.4% | -35.7% | -19.5% |
| 1Y | +12.6% | +34.8% | -22.3% | -9.9% |
| 3Y | +221.9% | +96.8% | +125.1% | +85.0% |
| 5Y | -28.1% | +238.2% | -266.4% | -69.0% |
| All | -46.7% | +327.7% | -374.4% | -79.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling