+22.8%
COMP vs ET
+24.5%
-1.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.9% | +4.8% | +6.4% |
| 7D | +14.5% | -4.4% | +19.0% | +9.9% |
| 30D | +14.9% | -4.8% | +19.7% | +10.5% |
| 3M | -14.2% | -3.4% | -10.8% | -16.4% |
| 6M | +23.7% | +2.2% | +21.6% | +27.4% |
| YTD | +2.1% | +24.2% | -22.1% | +2.1% |
| All | +22.8% | +24.5% | -1.8% | +23.0% |
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