+2,683.1%
EW vs ET
+1,310.3%
+1,372.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +4.9% | +2.5% | +2.4% | +4.4% |
| 30D | +23.9% | -2.5% | +26.4% | +24.3% |
| 3M | +15.8% | -4.9% | +20.6% | +16.6% |
| 6M | +31.7% | -0.1% | +31.7% | +31.3% |
| YTD | +25.7% | +26.2% | -0.5% | +20.1% |
| 1Y | +24.4% | +25.2% | -0.7% | +19.1% |
| 3Y | +65.9% | +84.2% | -18.3% | +47.4% |
| 5Y | -7.6% | +216.1% | -223.7% | -25.8% |
| 10Y | +253.2% | +160.7% | +92.5% | +176.0% |
| All | +2,683.1% | +1,310.3% | +1,372.9% | +1,017.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling