+149.8%
EXC vs ET
+1,311.7%
-1,161.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -1.9% | +3.0% | -5.0% | -2.4% |
| 30D | +7.8% | -3.5% | +11.2% | +8.3% |
| 3M | +1.9% | -5.6% | +7.5% | +2.7% |
| 6M | +3.4% | +0.5% | +2.9% | +3.1% |
| YTD | +7.6% | +26.3% | -18.8% | +3.4% |
| 1Y | +2.1% | +25.7% | -23.6% | -1.8% |
| 3Y | +29.6% | +85.1% | -55.5% | +16.0% |
| 5Y | +39.5% | +216.4% | -176.9% | +13.5% |
| 10Y | +200.2% | +160.9% | +39.3% | +137.4% |
| All | +149.8% | +1,311.7% | -1,161.9% | -22.0% |
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