+1,309.2%
ET vs M
+38.5%
+1,270.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.1% | -7.2% | -0.7% |
| 7D | -4.4% | +2.5% | -7.0% | -5.2% |
| 30D | -4.8% | +10.1% | -14.8% | -7.0% |
| 3M | -3.4% | -0.9% | -2.5% | -3.9% |
| 6M | +2.2% | +30.2% | -28.0% | -4.7% |
| YTD | +24.2% | +16.3% | +7.9% | +17.7% |
| 1Y | +24.5% | +27.0% | -2.5% | +15.5% |
| 3Y | +83.6% | +154.5% | -70.9% | +38.2% |
| 5Y | +203.4% | -1.1% | +204.4% | +164.3% |
| 10Y | +166.5% | +0.5% | +166.0% | +93.2% |
| All | +1,309.2% | +38.5% | +1,270.7% | +584.6% |
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