+839.0%
ET vs BR
+1,286.0%
-447.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +1.0% |
| 7D | +0.4% | -5.9% | +6.4% | +2.7% |
| 30D | +6.9% | +1.9% | +5.0% | +5.9% |
| 3M | +13.1% | +14.7% | -1.6% | +6.5% |
| 6M | +18.7% | -12.8% | +31.5% | +23.6% |
| YTD | +37.4% | -23.0% | +60.5% | +49.6% |
| 1Y | +34.8% | -31.7% | +66.5% | +53.6% |
| 3Y | +96.8% | -4.8% | +101.6% | +94.1% |
| 5Y | +238.2% | +7.8% | +230.4% | +210.2% |
| 10Y | +159.4% | +184.1% | -24.6% | +55.4% |
| All | +839.0% | +1,286.0% | -447.0% | +178.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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