+128.1%
FIX vs ET
+35.5%
+92.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -1.9% |
| 7D | +3.5% | +0.6% | +2.9% | +3.7% |
| 30D | -3.5% | +5.3% | -8.8% | -2.5% |
| 3M | -11.8% | +15.6% | -27.4% | -9.4% |
| 6M | +17.8% | +20.6% | -2.8% | +20.5% |
| YTD | +73.3% | +38.5% | +34.8% | +75.2% |
| 1Y | +128.1% | +35.7% | +92.4% | +133.5% |
| All | +128.1% | +35.5% | +92.6% | +133.5% |
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