+163.4%
ET vs M
-8.5%
+171.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.2% |
| 7D | +3.0% | +0.6% | +2.5% | +2.8% |
| 30D | -3.5% | +7.0% | -10.4% | -5.0% |
| 3M | -5.6% | +3.1% | -8.8% | -6.7% |
| 6M | +0.5% | +33.5% | -33.0% | -6.0% |
| YTD | +26.3% | +13.4% | +12.9% | +21.0% |
| 1Y | +25.7% | +22.4% | +3.2% | +18.2% |
| 3Y | +85.1% | +150.9% | -65.8% | +42.6% |
| 5Y | +216.4% | -3.0% | +219.4% | +180.9% |
| All | +163.4% | -8.5% | +171.9% | +86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling