+85.8%
ET vs SHAK
+43.4%
+42.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.6% |
| 7D | +0.4% | -0.3% | +0.7% | +0.5% |
| 30D | +6.9% | -5.2% | +12.1% | +7.8% |
| 3M | +13.1% | +27.3% | -14.2% | +7.1% |
| 6M | +18.7% | -27.9% | +46.6% | +23.2% |
| YTD | +37.4% | -17.0% | +54.4% | +37.8% |
| 1Y | +34.8% | -30.9% | +65.8% | +39.7% |
| 3Y | +96.8% | +3.4% | +93.4% | +77.9% |
| 5Y | +238.2% | -20.5% | +258.7% | +206.7% |
| 10Y | +159.4% | +88.3% | +71.2% | +68.1% |
| All | +85.8% | +43.4% | +42.4% | +23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling