+13.8%
FIX vs ET
+26.7%
-13.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.4% | -0.9% |
| 7D | -13.9% | -1.9% | -12.1% | -14.0% |
| 30D | -35.5% | -3.1% | -32.5% | -35.6% |
| 3M | -33.9% | -3.9% | -30.0% | -34.1% |
| 6M | -43.3% | +4.0% | -47.3% | -41.7% |
| YTD | +18.7% | +26.4% | -7.7% | +25.4% |
| 1Y | +13.8% | +24.9% | -11.1% | +21.0% |
| All | +13.8% | +26.7% | -13.0% | +21.0% |
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