+96.8%
ET vs A
+29.5%
+67.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.4% |
| 7D | +0.4% | -2.1% | +2.5% | +0.7% |
| 30D | +6.9% | +0.6% | +6.3% | +6.7% |
| 3M | +13.1% | +10.9% | +2.2% | +11.3% |
| 6M | +18.7% | +28.2% | -9.4% | +13.8% |
| YTD | +37.4% | +8.6% | +28.9% | +35.6% |
| 1Y | +34.8% | +15.5% | +19.3% | +30.5% |
| 3Y | +96.8% | +31.8% | +65.0% | +80.6% |
| All | +96.8% | +29.5% | +67.3% | +80.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling