+1,458.7%
ET vs M
+26.9%
+1,431.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.3% |
| 7D | +0.9% | +4.7% | -3.8% | -0.1% |
| 30D | +7.5% | -9.6% | +17.1% | +9.6% |
| 3M | +11.4% | +0.9% | +10.6% | +10.5% |
| 6M | +18.5% | +22.3% | -3.7% | +12.4% |
| YTD | +37.4% | +6.5% | +30.9% | +33.4% |
| 1Y | +30.9% | +38.8% | -7.8% | +19.5% |
| 3Y | +98.7% | +115.9% | -17.2% | +55.4% |
| 5Y | +230.7% | +28.6% | +202.1% | +169.1% |
| 10Y | +175.6% | -2.5% | +178.1% | +101.7% |
| All | +1,458.7% | +26.9% | +1,431.8% | +675.6% |
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