+84.1%
F vs ET
+166.1%
-82.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.8% | -4.7% | -4.2% |
| 7D | -4.9% | +0.6% | -5.5% | -5.1% |
| 30D | -2.9% | +5.3% | -8.2% | -4.8% |
| 3M | -9.1% | +15.6% | -24.7% | -14.0% |
| 6M | +12.9% | +20.6% | -7.7% | +4.7% |
| YTD | +6.1% | +38.5% | -32.5% | -6.8% |
| 1Y | +22.5% | +35.7% | -13.2% | +8.3% |
| 3Y | +32.1% | +98.4% | -66.3% | -0.2% |
| 5Y | +43.7% | +245.3% | -201.6% | -11.0% |
| 10Y | +84.1% | +173.7% | -89.6% | +16.5% |
| All | +84.1% | +166.1% | -82.0% | +16.5% |
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