+1,458.7%
ET vs CHD
+1,317.7%
+141.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.9% | -2.7% | +3.6% | +1.5% |
| 30D | +7.5% | -4.6% | +12.1% | +8.6% |
| 3M | +11.4% | +5.0% | +6.4% | +9.9% |
| 6M | +18.5% | -3.2% | +21.8% | +19.0% |
| YTD | +37.4% | +18.6% | +18.7% | +31.0% |
| 1Y | +30.9% | +4.8% | +26.1% | +28.5% |
| 3Y | +98.7% | +6.1% | +92.6% | +92.0% |
| 5Y | +230.7% | +24.0% | +206.7% | +200.2% |
| 10Y | +175.6% | +124.5% | +51.1% | +92.2% |
| All | +1,458.7% | +1,317.7% | +141.0% | +456.8% |
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