+263.7%
F vs ET
+1,435.0%
-1,171.3%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +5.3% | +0.9% | +4.4% | +5.0% |
| 30D | +4.6% | +7.5% | -2.9% | +2.2% |
| 3M | -3.7% | +11.4% | -15.1% | -7.0% |
| 6M | +16.8% | +18.5% | -1.7% | +10.2% |
| YTD | +15.3% | +37.4% | -22.1% | +3.8% |
| 1Y | +31.0% | +30.9% | +0.1% | +19.5% |
| 3Y | +45.4% | +98.7% | -53.3% | +15.4% |
| 5Y | +54.7% | +230.7% | -176.0% | +5.0% |
| 10Y | +98.2% | +175.6% | -77.4% | +30.6% |
| All | +263.7% | +1,435.0% | -1,171.3% | -34.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling