+245.3%
ET vs RUN
-80.3%
+325.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.3% | +1.0% |
| 7D | +0.6% | -1.8% | +2.4% | +0.7% |
| 30D | +5.3% | -10.8% | +16.1% | +5.8% |
| 3M | +15.6% | -30.2% | +45.8% | +17.2% |
| 6M | +20.6% | -22.3% | +42.9% | +21.2% |
| YTD | +38.5% | -52.2% | +90.7% | +41.7% |
| 1Y | +35.7% | -45.1% | +80.8% | +37.2% |
| 3Y | +98.4% | -37.1% | +135.5% | +84.2% |
| 5Y | +245.3% | -80.3% | +325.6% | +238.4% |
| All | +245.3% | -80.3% | +325.5% | +238.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling