+1,296.6%
ET vs M
+28.1%
+1,268.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.6% | +5.0% | +1.3% |
| 7D | -7.9% | -4.3% | -3.6% | -7.2% |
| 30D | -5.9% | +1.3% | -7.2% | -6.5% |
| 3M | -5.2% | -7.4% | +2.1% | -4.4% |
| 6M | +0.3% | +18.3% | -18.1% | -4.6% |
| YTD | +23.1% | +7.6% | +15.5% | +18.6% |
| 1Y | +22.7% | +17.4% | +5.4% | +15.7% |
| 3Y | +75.4% | +108.4% | -33.0% | +37.8% |
| 5Y | +202.6% | -10.6% | +213.2% | +169.5% |
| 10Y | +213.0% | -3.2% | +216.2% | +128.5% |
| All | +1,296.6% | +28.1% | +1,268.5% | +589.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling