+180.9%
ET vs S
-49.1%
+230.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.8% |
| 7D | -1.9% | +1.4% | -3.3% | -2.0% |
| 30D | -3.1% | -10.8% | +7.7% | -2.5% |
| 3M | -3.9% | +5.4% | -9.3% | -4.6% |
| 6M | +4.0% | +41.2% | -37.2% | +1.0% |
| YTD | +26.4% | +56.2% | -29.8% | +21.5% |
| 1Y | +24.9% | +36.3% | -11.4% | +21.1% |
| 3Y | +85.2% | +49.4% | +35.7% | +76.4% |
| 5Y | +218.3% | -66.9% | +285.2% | +208.6% |
| All | +180.9% | -49.1% | +230.0% | +169.0% |
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