+3.9%
D vs ET
+242.4%
-238.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.8% |
| 7D | -0.4% | +0.6% | -1.1% | -0.6% |
| 30D | -2.1% | +5.3% | -7.4% | -3.0% |
| 3M | -0.7% | +15.6% | -16.4% | -3.3% |
| 6M | +5.6% | +20.6% | -15.0% | +2.0% |
| YTD | +14.6% | +38.5% | -24.0% | +8.1% |
| 1Y | +15.3% | +35.7% | -20.4% | +9.1% |
| 3Y | +59.1% | +98.4% | -39.2% | +38.7% |
| 5Y | +3.9% | +245.3% | -241.4% | -14.4% |
| All | +3.9% | +242.4% | -238.4% | -14.4% |
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