+157.5%
ET vs USFR
+28.6%
+128.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +2.5% | +0.1% | +2.5% | +2.5% |
| 30D | -2.5% | +0.4% | -2.8% | -2.9% |
| 3M | -4.9% | +1.1% | -5.9% | -6.1% |
| 6M | -0.1% | +2.0% | -2.1% | -2.5% |
| YTD | +26.2% | +3.5% | +22.7% | +21.1% |
| 1Y | +25.2% | +4.1% | +21.1% | +19.2% |
| 3Y | +84.2% | +14.4% | +69.8% | +56.7% |
| 5Y | +216.1% | +21.4% | +194.7% | +149.7% |
| 10Y | +160.7% | +28.6% | +132.1% | +93.5% |
| All | +157.5% | +28.6% | +128.9% | +92.3% |
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 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