+173.5%
ET vs S
-52.7%
+226.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.3% |
| 7D | -7.9% | -13.4% | +5.6% | -7.0% |
| 30D | -5.9% | -14.0% | +8.1% | -5.1% |
| 3M | -5.2% | +4.9% | -10.1% | -5.9% |
| 6M | +0.3% | +42.0% | -41.7% | -2.7% |
| YTD | +23.1% | +45.1% | -22.0% | +18.9% |
| 1Y | +22.7% | +33.1% | -10.3% | +19.2% |
| 3Y | +75.4% | +40.6% | +34.7% | +67.8% |
| 5Y | +202.6% | -67.5% | +270.1% | +195.3% |
| All | +173.5% | -52.7% | +226.2% | +163.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling