+49.1%
D vs ET
+160.8%
-111.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -1.4% | +2.5% | -3.9% | -1.7% |
| 30D | +7.7% | -2.5% | +10.2% | +8.0% |
| 3M | -0.3% | -4.9% | +4.6% | +0.2% |
| 6M | +10.1% | -0.1% | +10.1% | +9.9% |
| YTD | +19.1% | +26.2% | -7.1% | +15.6% |
| 1Y | +15.9% | +25.2% | -9.3% | +12.6% |
| 3Y | +75.0% | +84.2% | -9.2% | +61.5% |
| 5Y | +13.4% | +216.1% | -202.7% | -1.6% |
| All | +49.1% | +160.8% | -111.7% | +31.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling