+381.6%
COMP vs ET
+73.7%
+307.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.4% | +10.4% | +10.7% |
| 7D | +13.4% | -7.9% | +21.3% | +14.7% |
| 30D | +11.1% | -5.9% | +17.0% | +11.9% |
| 3M | -18.8% | -5.2% | -13.6% | -18.5% |
| 6M | +10.5% | +0.3% | +10.2% | +9.0% |
| YTD | -3.4% | +23.1% | -26.5% | -13.3% |
| 1Y | +19.7% | +22.7% | -3.1% | +7.5% |
| 3Y | +381.6% | +75.4% | +306.2% | +258.6% |
| All | +381.6% | +73.7% | +307.9% | +258.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling