+201.0%
ET vs ALK
-34.8%
+235.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | -7.9% | +9.0% | -16.9% | -9.0% |
| 30D | -5.9% | -1.6% | -4.3% | -5.9% |
| 3M | -5.2% | -23.2% | +17.9% | -2.3% |
| 6M | +0.3% | -3.9% | +4.2% | -0.7% |
| YTD | +23.1% | -22.6% | +45.7% | +25.2% |
| 1Y | +22.7% | -5.3% | +28.1% | +19.4% |
| 3Y | +75.4% | +18.6% | +56.8% | +54.1% |
| All | +201.0% | -34.8% | +235.7% | +197.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling