+216.9%
ET vs CHD
+31.2%
+185.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.6% |
| 3M | -4.7% | +9.3% | -14.0% | -5.2% |
| 6M | +2.7% | +24.3% | -21.6% | +1.3% |
| YTD | +26.5% | +34.9% | -8.3% | +24.1% |
| 1Y | +25.0% | +32.7% | -7.7% | +22.7% |
| 3Y | +85.4% | +29.4% | +55.9% | +81.2% |
| All | +216.9% | +31.2% | +185.6% | +196.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling