+77.1%
ET vs RUN
-33.9%
+111.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.2% |
| 7D | +2.5% | -13.5% | +16.1% | +3.6% |
| 30D | -2.5% | +18.3% | -20.8% | -4.1% |
| 3M | -4.9% | -12.5% | +7.6% | -4.4% |
| 6M | -0.1% | -40.3% | +40.2% | +2.9% |
| YTD | +26.2% | -53.1% | +79.3% | +30.6% |
| 1Y | +25.2% | -54.3% | +79.4% | +29.5% |
| 3Y | +84.2% | -6.5% | +90.7% | +58.8% |
| 5Y | +216.1% | -85.3% | +301.4% | +215.3% |
| 10Y | +160.7% | +68.9% | +91.8% | +74.1% |
| All | +77.1% | -33.9% | +111.0% | +28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling