+161.1%
ET vs A
+311.0%
-149.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.1% |
| 7D | -1.9% | +1.4% | -3.2% | -2.3% |
| 30D | -3.1% | +4.3% | -7.4% | -4.3% |
| 3M | -3.9% | +19.8% | -23.7% | -9.3% |
| 6M | +4.0% | +54.4% | -50.4% | -9.8% |
| YTD | +26.4% | +31.7% | -5.3% | +14.6% |
| 1Y | +24.9% | +22.4% | +2.5% | +15.7% |
| 3Y | +85.2% | +67.7% | +17.5% | +48.6% |
| 5Y | +218.3% | +15.7% | +202.6% | +186.3% |
| All | +161.1% | +311.0% | -149.9% | +41.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling