+159.4%
ET vs M
-6.4%
+165.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.5% |
| 7D | +0.4% | +2.4% | -2.0% | 0.0% |
| 30D | +6.9% | -11.6% | +18.5% | +9.2% |
| 3M | +13.1% | +1.6% | +11.5% | +12.1% |
| 6M | +18.7% | +25.2% | -6.5% | +12.6% |
| YTD | +37.4% | +3.8% | +33.7% | +34.5% |
| 1Y | +34.8% | +36.3% | -1.5% | +24.4% |
| 3Y | +96.8% | +116.3% | -19.5% | +56.3% |
| 5Y | +238.2% | +28.2% | +210.1% | +178.3% |
| 10Y | +159.4% | -3.4% | +162.8% | +77.2% |
| All | +159.4% | -6.4% | +165.8% | +77.2% |
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