-17.9%
COMP vs ET
+201.6%
-219.5%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.4% | +10.4% | +10.5% |
| 7D | +13.4% | -7.9% | +21.3% | +19.3% |
| 30D | +11.1% | -5.9% | +17.0% | +14.7% |
| 3M | -18.8% | -5.2% | -13.6% | -16.9% |
| 6M | +10.5% | +0.3% | +10.2% | +7.2% |
| YTD | -3.4% | +23.1% | -26.5% | -21.6% |
| 1Y | +19.7% | +22.7% | -3.1% | -2.9% |
| 3Y | +381.6% | +75.4% | +306.2% | +156.5% |
| All | -17.9% | +201.6% | -219.5% | -70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling