+45.7%
EXC vs ET
+242.4%
-196.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | +0.3% | +0.6% | -0.3% | +0.2% |
| 30D | -0.9% | +5.3% | -6.2% | -1.7% |
| 3M | -2.7% | +15.6% | -18.3% | -4.9% |
| 6M | -9.4% | +20.6% | -30.0% | -12.1% |
| YTD | +3.0% | +38.5% | -35.5% | -2.2% |
| 1Y | +5.1% | +35.7% | -30.6% | +0.1% |
| 3Y | +20.6% | +98.4% | -77.8% | +5.2% |
| 5Y | +45.7% | +245.3% | -199.6% | +19.3% |
| All | +45.7% | +242.4% | -196.6% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling