+20.6%
EXC vs ET
+97.4%
-76.8%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.6% |
| 7D | +0.3% | +0.6% | -0.3% | +0.3% |
| 30D | -0.9% | +5.3% | -6.2% | -1.4% |
| 3M | -2.7% | +15.6% | -18.3% | -4.2% |
| 6M | -9.4% | +20.6% | -30.0% | -11.1% |
| YTD | +3.0% | +38.5% | -35.5% | -0.3% |
| 1Y | +5.1% | +35.7% | -30.6% | +1.9% |
| All | +20.6% | +97.4% | -76.8% | +2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling