+1,309.2%
ET vs A
+787.7%
+521.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | -0.2% |
| 7D | -4.4% | +4.8% | -9.2% | -6.1% |
| 30D | -4.8% | +5.6% | -10.4% | -6.8% |
| 3M | -3.4% | +23.6% | -27.1% | -11.3% |
| 6M | +2.2% | +56.4% | -54.2% | -15.1% |
| YTD | +24.2% | +33.4% | -9.2% | +8.8% |
| 1Y | +24.5% | +23.7% | +0.8% | +12.0% |
| 3Y | +83.6% | +71.0% | +12.6% | +40.2% |
| 5Y | +203.4% | +16.8% | +186.5% | +161.7% |
| 10Y | +166.5% | +323.8% | -157.2% | +28.2% |
| All | +1,309.2% | +787.7% | +521.5% | +318.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling