+209.5%
F vs ET
+1,275.4%
-1,065.9%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | +1.6% | -7.9% | +9.4% | +4.1% |
| 30D | +2.6% | -5.9% | +8.6% | +4.4% |
| 3M | -8.8% | -5.2% | -3.6% | -7.5% |
| 6M | +4.6% | +0.3% | +4.4% | +4.0% |
| YTD | -1.9% | +23.1% | -25.0% | -8.8% |
| 1Y | -0.8% | +22.7% | -23.5% | -7.8% |
| 3Y | +43.5% | +75.4% | -31.9% | +18.1% |
| 5Y | -12.1% | +202.6% | -214.7% | -38.6% |
| 10Y | +83.6% | +213.0% | -129.3% | +17.2% |
| All | +209.5% | +1,275.4% | -1,065.9% | -42.3% |
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