+1,335.7%
ET vs CHD
+1,511.4%
-175.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +1.8% | 0.0% | +1.8% | +1.8% |
| 30D | -3.0% | +12.2% | -15.1% | -5.7% |
| 3M | -4.7% | +9.3% | -14.0% | -6.9% |
| 6M | +2.7% | +24.3% | -21.6% | -3.0% |
| YTD | +26.5% | +34.9% | -8.3% | +16.8% |
| 1Y | +25.0% | +32.7% | -7.7% | +15.8% |
| 3Y | +85.4% | +29.4% | +55.9% | +70.3% |
| 5Y | +215.5% | +31.7% | +183.8% | +183.4% |
| 10Y | +161.3% | +191.7% | -30.3% | +67.2% |
| All | +1,335.7% | +1,511.4% | -175.7% | +396.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling