+117.8%
EW vs ET
+177.0%
-59.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -1.9% | -2.6% |
| 7D | -6.2% | +0.2% | -6.4% | -6.2% |
| 30D | -9.3% | +2.9% | -12.2% | -9.9% |
| 3M | -1.6% | +16.8% | -18.4% | -4.9% |
| 6M | -0.8% | +18.9% | -19.7% | -4.7% |
| YTD | -1.0% | +37.7% | -38.7% | -8.0% |
| 1Y | +8.2% | +32.4% | -24.3% | +1.3% |
| 3Y | +12.7% | +99.5% | -86.8% | -4.4% |
| 5Y | -30.2% | +244.0% | -274.2% | -48.1% |
| All | +117.8% | +177.0% | -59.2% | +62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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