+35.7%
ET vs A
+13.9%
+21.8%
-8.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +0.7% |
| 7D | +0.6% | -4.4% | +5.0% | +0.5% |
| 30D | +5.3% | -2.7% | +8.0% | +5.2% |
| 3M | +15.6% | +7.0% | +8.6% | +16.0% |
| 6M | +20.6% | +24.6% | -4.0% | +21.9% |
| YTD | +38.5% | +7.0% | +31.5% | +37.8% |
| 1Y | +35.7% | +15.6% | +20.2% | +35.4% |
| All | +35.7% | +13.9% | +21.8% | +35.4% |
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