+18.5%
ET vs A
+26.7%
-8.2%
-8.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.3% |
| 7D | +0.9% | -1.9% | +2.8% | +0.9% |
| 30D | +7.5% | +6.9% | +0.6% | +7.5% |
| 3M | +11.4% | +9.2% | +2.2% | +11.5% |
| 6M | +18.5% | +25.7% | -7.1% | +18.4% |
| All | +18.5% | +26.7% | -8.2% | +18.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling