+84.7%
ET vs USFR
+14.3%
+70.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +1.8% | +0.1% | +1.7% | +1.6% |
| 30D | -3.0% | +0.4% | -3.3% | -3.8% |
| 3M | -4.7% | +1.1% | -5.8% | -7.4% |
| 6M | +2.7% | +2.1% | +0.6% | -2.8% |
| YTD | +26.5% | +3.4% | +23.1% | +16.6% |
| 1Y | +25.0% | +4.1% | +20.9% | +13.9% |
| All | +84.7% | +14.3% | +70.3% | +105.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling