+34.1%
ET vs RUN
-46.7%
+80.8%
-8.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.2% | +0.2% |
| 7D | +1.4% | -3.4% | +4.7% | +1.3% |
| 30D | +4.6% | -14.0% | +18.5% | +4.5% |
| 3M | +16.0% | -27.5% | +43.5% | +15.9% |
| 6M | +22.8% | -29.0% | +51.8% | +22.5% |
| YTD | +38.9% | -53.1% | +91.9% | +38.9% |
| 1Y | +34.1% | -46.7% | +80.8% | +35.9% |
| All | +34.1% | -46.7% | +80.8% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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