+138.9%
EXC vs ET
+1,435.0%
-1,296.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.3% | -1.1% |
| 7D | +0.3% | +0.9% | -0.6% | +0.1% |
| 30D | -3.7% | +7.5% | -11.2% | -4.9% |
| 3M | -1.3% | +11.4% | -12.7% | -3.0% |
| 6M | -9.7% | +18.5% | -28.2% | -12.2% |
| YTD | +2.9% | +37.4% | -34.5% | -2.4% |
| 1Y | +4.4% | +30.9% | -26.5% | -0.3% |
| 3Y | +22.2% | +98.7% | -76.5% | +8.2% |
| 5Y | +46.7% | +230.7% | -184.0% | +18.4% |
| 10Y | +155.3% | +175.6% | -20.2% | +99.7% |
| All | +138.9% | +1,435.0% | -1,296.1% | -26.4% |
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