+322.5%
D vs ET
+1,311.7%
-989.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | -3.1% | +3.0% | -6.1% | -3.4% |
| 30D | +8.4% | -3.5% | +11.8% | +8.7% |
| 3M | +0.2% | -5.6% | +5.8% | +0.8% |
| 6M | +9.5% | +0.5% | +8.9% | +9.3% |
| YTD | +18.8% | +26.3% | -7.5% | +15.3% |
| 1Y | +14.7% | +25.7% | -11.0% | +11.3% |
| 3Y | +72.9% | +85.1% | -12.1% | +59.4% |
| 5Y | +13.1% | +216.4% | -203.3% | -2.6% |
| 10Y | +47.2% | +160.9% | -113.8% | +24.2% |
| All | +322.5% | +1,311.7% | -989.2% | +86.4% |
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 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