+92.8%
ET vs RUN
-31.9%
+124.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +0.9% | +1.3% | -0.4% | +0.8% |
| 30D | +7.5% | -15.3% | +22.7% | +8.7% |
| 3M | +11.4% | -40.0% | +51.4% | +15.4% |
| 6M | +18.5% | -27.0% | +45.5% | +20.1% |
| YTD | +37.4% | -51.7% | +89.1% | +42.5% |
| 1Y | +30.9% | -45.9% | +76.8% | +33.4% |
| 3Y | +98.7% | -43.8% | +142.5% | +81.3% |
| 5Y | +230.7% | -80.5% | +311.2% | +219.0% |
| 10Y | +175.6% | +45.3% | +130.3% | +86.7% |
| All | +92.8% | -31.9% | +124.7% | +40.2% |
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