+84.7%
ET vs CHD
+29.7%
+54.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +1.8% | 0.0% | +1.8% | +1.8% |
| 30D | -3.0% | +12.2% | -15.1% | -3.2% |
| 3M | -4.7% | +9.3% | -14.0% | -4.8% |
| 6M | +2.7% | +24.3% | -21.6% | +2.1% |
| YTD | +26.5% | +34.9% | -8.3% | +25.7% |
| 1Y | +25.0% | +32.7% | -7.7% | +24.2% |
| All | +84.7% | +29.7% | +54.9% | +83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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