+205.3%
ET vs S
-56.8%
+262.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | +0.9% | -7.7% | +8.6% | +1.4% |
| 30D | +7.5% | -5.3% | +12.8% | +7.7% |
| 3M | +11.4% | +20.3% | -8.9% | +9.7% |
| 6M | +18.5% | +47.4% | -28.8% | +14.8% |
| YTD | +37.4% | +32.5% | +4.8% | +33.9% |
| 1Y | +30.9% | +9.5% | +21.4% | +29.1% |
| 3Y | +98.7% | +15.5% | +83.2% | +92.8% |
| 5Y | +230.7% | -71.2% | +301.9% | +228.9% |
| All | +205.3% | -56.8% | +262.0% | +196.2% |
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