+35.5%
D vs ET
+179.3%
-143.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -1.6% | +1.4% | -3.0% | -1.8% |
| 30D | -3.5% | +4.6% | -8.1% | -4.0% |
| 3M | -1.6% | +16.0% | -17.6% | -3.3% |
| 6M | +5.8% | +22.8% | -17.0% | +3.3% |
| YTD | +14.5% | +38.9% | -24.4% | +10.2% |
| 1Y | +14.2% | +34.1% | -19.9% | +10.3% |
| 3Y | +59.0% | +98.8% | -39.8% | +46.3% |
| 5Y | +5.4% | +246.8% | -241.4% | -8.6% |
| All | +35.5% | +179.3% | -143.8% | +23.6% |
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 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