+6,034.5%
FIX vs ET
+166.1%
+5,868.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.3% |
| 7D | +3.5% | +0.6% | +2.9% | +3.3% |
| 30D | -3.5% | +5.3% | -8.8% | -5.4% |
| 3M | -11.8% | +15.6% | -27.4% | -16.9% |
| 6M | +17.8% | +20.6% | -2.8% | +8.8% |
| YTD | +73.3% | +38.5% | +34.8% | +51.5% |
| 1Y | +128.1% | +35.7% | +92.4% | +100.7% |
| 3Y | +772.7% | +98.4% | +674.3% | +583.1% |
| 5Y | +2,166.4% | +245.3% | +1,921.2% | +1,359.7% |
| 10Y | +6,034.5% | +173.7% | +5,860.7% | +3,609.1% |
| All | +6,034.5% | +166.1% | +5,868.3% | +3,609.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling