+96.8%
ET vs RUN
-35.6%
+132.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | 0.0% |
| 7D | +0.4% | +10.2% | -9.7% | +0.2% |
| 30D | +6.9% | -9.6% | +16.5% | +7.1% |
| 3M | +13.1% | -31.5% | +44.6% | +14.0% |
| 6M | +18.7% | -18.7% | +37.4% | +18.8% |
| YTD | +37.4% | -49.9% | +87.3% | +39.0% |
| 1Y | +34.8% | -45.5% | +80.3% | +35.7% |
| 3Y | +96.8% | -34.1% | +130.9% | +85.7% |
| All | +96.8% | -35.6% | +132.4% | +85.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling