+24.9%
ET vs M
+26.3%
-1.4%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.8% |
| 7D | -1.9% | +5.0% | -6.9% | -1.3% |
| 30D | -3.1% | +10.6% | -13.7% | -1.9% |
| 3M | -3.9% | +1.6% | -5.5% | -3.4% |
| 6M | +4.0% | +30.8% | -26.8% | +7.4% |
| YTD | +26.4% | +16.9% | +9.5% | +30.3% |
| 1Y | +24.9% | +26.3% | -1.4% | +29.9% |
| All | +24.9% | +26.3% | -1.4% | +29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling