+46.5%
F vs ET
+235.7%
-189.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.3% | -4.3% |
| 7D | +1.2% | +0.4% | +0.7% | +0.9% |
| 30D | +1.2% | +6.9% | -5.6% | -2.1% |
| 3M | -5.7% | +13.1% | -18.7% | -11.6% |
| 6M | +17.9% | +18.7% | -0.8% | +7.1% |
| YTD | +10.4% | +37.4% | -27.0% | -7.6% |
| 1Y | +25.3% | +34.8% | -9.5% | +5.7% |
| 3Y | +37.5% | +96.8% | -59.3% | -12.3% |
| 5Y | +46.5% | +238.2% | -191.7% | -34.5% |
| All | +46.5% | +235.7% | -189.2% | -34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling