+242.5%
ET vs BG
+81.8%
+160.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.4% |
| 7D | +0.2% | +3.1% | -2.9% | -0.6% |
| 30D | +2.9% | +10.2% | -7.4% | +0.3% |
| 3M | +16.8% | -1.7% | +18.5% | +16.9% |
| 6M | +18.9% | +1.0% | +17.9% | +17.9% |
| YTD | +37.7% | +39.9% | -2.2% | +25.3% |
| 1Y | +32.4% | +53.2% | -20.8% | +17.0% |
| 3Y | +99.5% | +16.3% | +83.2% | +89.1% |
| All | +242.5% | +81.8% | +160.7% | +170.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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