+24.9%
ET vs S
+37.8%
-12.9%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.8% |
| 7D | -1.9% | +1.4% | -3.3% | -1.9% |
| 30D | -3.1% | -10.8% | +7.7% | -3.1% |
| 3M | -3.9% | +5.4% | -9.3% | -3.8% |
| 6M | +4.0% | +41.2% | -37.2% | +4.7% |
| YTD | +26.4% | +56.2% | -29.8% | +28.0% |
| 1Y | +24.9% | +36.3% | -11.4% | +26.7% |
| All | +24.9% | +37.8% | -12.9% | +26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling