+205.4%
ET vs S
-57.8%
+263.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.2% |
| 7D | +0.4% | -5.8% | +6.2% | +0.8% |
| 30D | +6.9% | -9.2% | +16.1% | +7.4% |
| 3M | +13.1% | +23.4% | -10.3% | +11.2% |
| 6M | +18.7% | +36.9% | -18.2% | +15.6% |
| YTD | +37.4% | +29.5% | +7.9% | +34.1% |
| 1Y | +34.8% | +5.4% | +29.4% | +33.3% |
| 3Y | +96.8% | +14.7% | +82.1% | +91.0% |
| 5Y | +238.2% | -71.5% | +309.8% | +236.7% |
| All | +205.4% | -57.8% | +263.2% | +196.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling