-29.9%
COMP vs ET
+232.1%
-262.0%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.4% |
| 7D | +1.4% | +0.9% | +0.5% | +0.7% |
| 30D | -13.3% | +7.5% | -20.8% | -17.7% |
| 3M | +41.1% | +11.4% | +29.7% | +29.6% |
| 6M | +17.2% | +18.5% | -1.4% | +1.1% |
| YTD | +5.2% | +37.4% | -32.2% | -19.3% |
| 1Y | +18.9% | +30.9% | -12.0% | -5.5% |
| 3Y | +215.9% | +98.7% | +117.2% | +61.3% |
| All | -29.9% | +232.1% | -262.0% | -75.5% |
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