+176.1%
ET vs USFR
+28.0%
+148.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +1.4% | +0.1% | +1.3% | +1.2% |
| 30D | +4.6% | +0.3% | +4.3% | +4.0% |
| 3M | +16.0% | +1.0% | +15.1% | +14.1% |
| 6M | +22.8% | +1.9% | +20.9% | +18.7% |
| YTD | +38.9% | +2.7% | +36.2% | +32.5% |
| 1Y | +34.1% | +4.0% | +30.1% | +25.2% |
| 3Y | +98.8% | +14.1% | +84.8% | +58.6% |
| 5Y | +246.8% | +20.5% | +226.3% | +149.6% |
| All | +176.1% | +28.0% | +148.0% | +83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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