+25.0%
ET vs M
+25.7%
-0.8%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | 0.0% |
| 7D | +1.8% | -3.3% | +5.1% | +1.4% |
| 30D | -3.0% | +8.1% | -11.1% | -2.0% |
| 3M | -4.7% | +2.2% | -6.9% | -4.2% |
| 6M | +2.7% | +35.1% | -32.4% | +6.3% |
| YTD | +26.5% | +15.8% | +10.7% | +30.3% |
| 1Y | +25.0% | +25.8% | -0.9% | +30.1% |
| All | +25.0% | +25.7% | -0.8% | +30.1% |
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