-15.7%
F vs ET
+201.0%
-216.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | +1.6% | -7.9% | +9.4% | +5.5% |
| 30D | +2.6% | -5.9% | +8.6% | +5.4% |
| 3M | -8.8% | -5.2% | -3.6% | -6.8% |
| 6M | +4.6% | +0.3% | +4.4% | +3.5% |
| YTD | -1.9% | +23.1% | -25.0% | -13.9% |
| 1Y | -0.8% | +22.7% | -23.5% | -12.9% |
| 3Y | +43.5% | +75.4% | -31.9% | -4.8% |
| All | -15.7% | +201.0% | -216.7% | -61.8% |
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