+26.4%
ET vs A
+24.4%
+2.0%
-10.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.0% | -4.4% | -3.4% |
| 7D | -6.0% | -2.4% | -3.7% | -6.2% |
| 30D | -6.1% | +3.6% | -9.7% | -5.9% |
| 3M | -2.7% | +27.5% | -30.1% | -1.5% |
| 6M | +0.2% | +58.5% | -58.2% | +2.7% |
| YTD | +24.3% | +31.2% | -6.8% | +24.4% |
| 1Y | +26.4% | +22.2% | +4.2% | +25.0% |
| All | +26.4% | +24.4% | +2.0% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling