+181.2%
ET vs S
-48.3%
+229.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | 0.0% |
| 7D | +1.8% | +1.2% | +0.5% | +1.6% |
| 30D | -3.0% | -7.3% | +4.4% | -2.6% |
| 3M | -4.7% | +5.9% | -10.6% | -5.4% |
| 6M | +2.7% | +45.6% | -42.9% | -0.5% |
| YTD | +26.5% | +58.5% | -32.0% | +21.5% |
| 1Y | +25.0% | +37.6% | -12.7% | +21.1% |
| 3Y | +85.4% | +51.7% | +33.7% | +76.4% |
| 5Y | +215.5% | -67.5% | +283.0% | +205.5% |
| All | +181.2% | -48.3% | +229.5% | +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