+74.3%
F vs ET
+166.6%
-92.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.4% |
| 7D | +1.0% | -1.9% | +2.8% | +1.6% |
| 30D | +2.1% | -3.1% | +5.2% | +3.1% |
| 3M | -10.3% | -3.9% | -6.3% | -9.2% |
| 6M | +3.3% | +4.0% | -0.7% | +1.1% |
| YTD | -2.0% | +26.4% | -28.4% | -11.4% |
| 1Y | -2.3% | +24.9% | -27.2% | -11.3% |
| 3Y | +49.9% | +85.2% | -35.3% | +15.0% |
| 5Y | -12.5% | +218.3% | -230.8% | -44.9% |
| 10Y | +74.3% | +172.0% | -97.7% | +9.7% |
| All | +74.3% | +166.6% | -92.3% | +9.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling