+3,553.2%
FIX vs ET
+160.8%
+3,392.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | +9.4% | +2.5% | +6.9% | +8.4% |
| 30D | -27.8% | -2.5% | -25.3% | -26.9% |
| 3M | -35.6% | -4.9% | -30.7% | -34.2% |
| 6M | -45.2% | -0.1% | -45.1% | -45.3% |
| YTD | +19.5% | +26.2% | -6.7% | +8.2% |
| 1Y | +24.2% | +25.2% | -0.9% | +12.8% |
| 3Y | +494.2% | +84.2% | +410.0% | +378.4% |
| 5Y | +1,036.1% | +216.1% | +820.1% | +654.9% |
| All | +3,553.2% | +160.8% | +3,392.4% | +2,277.8% |
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 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