+1,459.4%
ET vs BG
+228.1%
+1,231.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.3% | -1.4% |
| 7D | +0.4% | +2.4% | -1.9% | -0.4% |
| 30D | +6.9% | +15.0% | -8.2% | +1.9% |
| 3M | +13.1% | -0.7% | +13.7% | +12.8% |
| 6M | +18.7% | +7.5% | +11.2% | +15.0% |
| YTD | +37.4% | +41.6% | -4.2% | +21.4% |
| 1Y | +34.8% | +50.7% | -15.8% | +15.9% |
| 3Y | +96.8% | +20.3% | +76.5% | +78.3% |
| 5Y | +238.2% | +85.2% | +153.0% | +159.0% |
| 10Y | +159.4% | +160.6% | -1.2% | +67.1% |
| All | +1,459.4% | +228.1% | +1,231.3% | +719.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling