+790.7%
FIX vs ET
+96.2%
+694.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.3% | +2.3% |
| 7D | +6.1% | +0.4% | +5.6% | +5.7% |
| 30D | -2.7% | +6.9% | -9.5% | -7.3% |
| 3M | -10.9% | +13.1% | -24.0% | -19.2% |
| 6M | +29.0% | +18.7% | +10.3% | +11.5% |
| YTD | +76.9% | +37.4% | +39.4% | +34.1% |
| 1Y | +130.7% | +34.8% | +95.9% | +77.3% |
| 3Y | +790.7% | +96.8% | +693.9% | +517.4% |
| All | +790.7% | +96.2% | +694.4% | +517.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling