+312.1%
D vs ET
+1,435.0%
-1,122.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +1.5% | +0.9% | +0.6% | +1.3% |
| 30D | -2.6% | +7.5% | -10.1% | -3.5% |
| 3M | 0.0% | +11.4% | -11.4% | -1.3% |
| 6M | +7.4% | +18.5% | -11.2% | +5.1% |
| YTD | +15.9% | +37.4% | -21.5% | +11.4% |
| 1Y | +18.1% | +30.9% | -12.8% | +14.1% |
| 3Y | +58.4% | +98.7% | -40.4% | +44.8% |
| 5Y | +5.2% | +230.7% | -225.5% | -10.0% |
| 10Y | +35.9% | +175.6% | -139.7% | +13.7% |
| All | +312.1% | +1,435.0% | -1,122.9% | +80.1% |
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