+180.3%
ET vs USFR
+27.5%
+152.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | +7.5% | +0.3% | +7.2% | +7.1% |
| 3M | +11.4% | +1.0% | +10.4% | +10.1% |
| 6M | +18.5% | +1.9% | +16.6% | +15.8% |
| YTD | +37.4% | +2.6% | +34.8% | +33.1% |
| 1Y | +30.9% | +4.0% | +26.9% | +24.8% |
| 3Y | +98.7% | +14.1% | +84.6% | +69.5% |
| 5Y | +230.7% | +20.4% | +210.3% | +164.0% |
| 10Y | +175.6% | +28.0% | +147.6% | +105.8% |
| All | +180.3% | +27.5% | +152.7% | +111.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling