+246.0%
ET vs SPXU
-85.8%
+331.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +1.1% |
| 7D | +0.6% | +1.3% | -0.6% | +0.9% |
| 30D | +5.3% | +5.1% | +0.2% | +6.4% |
| 3M | +15.6% | -9.1% | +24.8% | +13.5% |
| 6M | +20.6% | -29.6% | +50.2% | +12.2% |
| YTD | +38.5% | -27.7% | +66.2% | +29.9% |
| 1Y | +35.7% | -37.0% | +72.7% | +23.6% |
| 3Y | +98.4% | -80.2% | +178.5% | +47.4% |
| All | +246.0% | -85.8% | +331.8% | +156.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 5y: compounded portfolio wealth divided by compounded SPXU 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…
5y analysis · Full analysis span regression · 6 months rolling