-44.8%
COMP vs ET
+327.5%
-372.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.4% |
| 7D | +1.4% | +0.9% | +0.5% | +0.8% |
| 30D | -13.3% | +7.5% | -20.8% | -17.2% |
| 3M | +41.1% | +11.4% | +29.7% | +30.9% |
| 6M | +17.2% | +18.5% | -1.4% | +2.8% |
| YTD | +5.2% | +37.4% | -32.2% | -16.7% |
| 1Y | +18.9% | +30.9% | -12.0% | -2.9% |
| 3Y | +215.9% | +98.7% | +117.2% | +80.1% |
| 5Y | -31.2% | +230.7% | -261.9% | -70.2% |
| All | -44.8% | +327.5% | -372.3% | -78.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling