+37.8%
ET vs Q
+78.4%
-40.6%
-8.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.8% |
| 7D | +0.6% | +6.6% | -6.0% | +0.8% |
| 30D | +5.3% | -6.6% | +11.9% | +5.1% |
| 3M | +15.6% | -13.2% | +28.9% | +15.2% |
| 6M | +20.6% | +9.9% | +10.7% | +21.0% |
| YTD | +38.5% | +53.9% | -15.4% | +40.7% |
| All | +37.8% | +78.4% | -40.6% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 10y: compounded portfolio wealth divided by compounded Q 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…
10y analysis · Full analysis span regression · 6 months rolling