-10.4%
DOW vs ET
+167.2%
-177.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.9% | +0.4% | -3.3% | -3.1% |
| 30D | +2.0% | +6.9% | -4.9% | -1.2% |
| 3M | -12.5% | +13.1% | -25.6% | -17.4% |
| 6M | -9.2% | +18.7% | -27.9% | -16.2% |
| YTD | +30.8% | +37.4% | -6.7% | +12.5% |
| 1Y | +29.4% | +34.8% | -5.4% | +12.2% |
| 3Y | -34.6% | +96.8% | -131.4% | -53.2% |
| 5Y | -35.9% | +238.2% | -274.2% | -65.1% |
| All | -10.4% | +167.2% | -177.7% | -40.7% |
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