+173.8%
ET vs SHAK
+87.2%
+86.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.2% | -4.0% | -1.4% |
| 7D | +0.2% | -8.3% | +8.5% | +1.7% |
| 30D | +2.9% | -12.6% | +15.5% | +5.2% |
| 3M | +16.8% | +9.1% | +7.7% | +14.1% |
| 6M | +18.9% | -31.2% | +50.1% | +24.2% |
| YTD | +37.7% | -21.6% | +59.3% | +39.3% |
| 1Y | +32.4% | -38.8% | +71.2% | +40.2% |
| 3Y | +99.5% | +0.6% | +98.9% | +81.5% |
| 5Y | +244.0% | -22.5% | +266.5% | +213.7% |
| All | +173.8% | +87.2% | +86.6% | +74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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