+67.3%
F vs ET
+160.8%
-93.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -3.1% | +2.5% | -5.6% | -4.0% |
| 30D | 0.0% | -2.5% | +2.5% | +0.7% |
| 3M | -13.2% | -4.9% | -8.4% | -11.8% |
| 6M | -10.2% | -0.1% | -10.1% | -10.7% |
| YTD | -4.9% | +26.2% | -31.2% | -14.0% |
| 1Y | -6.1% | +25.2% | -31.2% | -14.8% |
| 3Y | +46.0% | +84.2% | -38.2% | +12.2% |
| 5Y | -15.7% | +216.1% | -231.8% | -46.8% |
| All | +67.3% | +160.8% | -93.5% | +6.5% |
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