+96.4%
ET vs ALK
+2.1%
+94.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.3% | +0.2% |
| 7D | +0.9% | -0.7% | +1.6% | +0.9% |
| 30D | +7.5% | -19.2% | +26.7% | +9.0% |
| 3M | +11.4% | -1.5% | +12.9% | +11.0% |
| 6M | +18.5% | -13.1% | +31.6% | +19.5% |
| YTD | +37.4% | -16.4% | +53.8% | +38.6% |
| 1Y | +30.9% | -33.1% | +64.0% | +36.2% |
| All | +96.4% | +2.1% | +94.3% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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