+161.3%
ET vs SPY
+311.8%
-150.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -1.0% |
| 7D | +1.8% | -0.9% | +2.7% | +2.4% |
| 30D | -3.0% | -2.4% | -0.6% | -1.2% |
| 3M | -4.7% | -1.2% | -3.5% | -4.2% |
| 6M | +2.7% | +3.3% | -0.6% | -1.1% |
| YTD | +26.5% | +12.3% | +14.3% | +12.3% |
| 1Y | +25.0% | +12.4% | +12.5% | +10.6% |
| 3Y | +85.4% | +78.8% | +6.6% | +5.2% |
| 5Y | +215.5% | +75.2% | +140.3% | +80.0% |
| 10Y | +161.3% | +311.1% | -149.8% | -47.5% |
| All | +161.3% | +311.8% | -150.4% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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