-50.2%
COMP vs ET
+293.2%
-343.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -2.0% | -2.1% |
| 7D | +8.9% | +3.0% | +5.9% | +7.0% |
| 30D | +14.0% | -3.5% | +17.4% | +15.4% |
| 3M | -21.1% | -5.6% | -15.5% | -19.2% |
| 6M | +20.1% | +0.5% | +19.6% | +17.3% |
| YTD | -5.0% | +26.3% | -31.4% | -21.6% |
| 1Y | +5.7% | +25.7% | -20.0% | -12.6% |
| 3Y | +412.2% | +85.1% | +327.2% | +200.5% |
| 5Y | -12.1% | +216.4% | -228.5% | -60.5% |
| All | -50.2% | +293.2% | -343.4% | -79.9% |
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 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