+14.4%
FIX vs ET
+24.7%
-10.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -3.5% | -11.6% | -14.8% |
| 7D | -18.9% | -6.0% | -12.9% | -18.8% |
| 30D | -36.3% | -6.1% | -30.2% | -36.2% |
| 3M | -38.5% | -2.7% | -35.8% | -37.9% |
| 6M | -42.3% | +0.2% | -42.5% | -40.8% |
| YTD | +17.1% | +24.3% | -7.2% | +19.5% |
| 1Y | +14.4% | +26.4% | -12.0% | +15.0% |
| All | +14.4% | +24.7% | -10.3% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling