+2,587.0%
DE vs ET
+1,451.4%
+1,135.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -2.4% | +1.4% | -3.7% | -2.7% |
| 30D | +9.7% | +4.6% | +5.1% | +8.3% |
| 3M | +21.4% | +16.0% | +5.3% | +16.1% |
| 6M | +15.0% | +22.8% | -7.8% | +8.2% |
| YTD | +46.4% | +38.9% | +7.6% | +33.0% |
| 1Y | +45.6% | +34.1% | +11.5% | +33.4% |
| 3Y | +76.8% | +98.8% | -22.0% | +43.7% |
| 5Y | +99.4% | +246.8% | -147.4% | +37.8% |
| 10Y | +864.6% | +174.4% | +690.2% | +556.1% |
| All | +2,587.0% | +1,451.4% | +1,135.6% | +471.4% |
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