+246.0%
ET vs CHD
+21.3%
+224.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +0.9% |
| 7D | +0.6% | -4.2% | +4.8% | +0.9% |
| 30D | +5.3% | -7.6% | +12.9% | +5.7% |
| 3M | +15.6% | -1.6% | +17.2% | +15.7% |
| 6M | +20.6% | -6.3% | +26.9% | +20.9% |
| YTD | +38.5% | +14.6% | +23.9% | +37.5% |
| 1Y | +35.7% | +1.6% | +34.1% | +35.6% |
| 3Y | +98.4% | +3.1% | +95.2% | +97.4% |
| All | +246.0% | +21.3% | +224.8% | +274.0% |
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