+209.2%
F vs ET
+1,312.4%
-1,103.2%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.3% |
| 7D | +1.0% | -1.9% | +2.8% | +1.5% |
| 30D | +2.1% | -3.1% | +5.2% | +2.9% |
| 3M | -10.3% | -3.9% | -6.3% | -9.4% |
| 6M | +3.3% | +4.0% | -0.7% | +1.5% |
| YTD | -2.0% | +26.4% | -28.4% | -9.7% |
| 1Y | -2.3% | +24.9% | -27.2% | -9.7% |
| 3Y | +49.9% | +85.2% | -35.3% | +21.2% |
| 5Y | -12.5% | +218.3% | -230.8% | -39.9% |
| 10Y | +74.3% | +172.0% | -97.7% | +16.0% |
| All | +209.2% | +1,312.4% | -1,103.2% | -42.8% |
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 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