+948.1%
FIX vs ET
+201.6%
+746.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.4% | +5.1% | +5.2% |
| 7D | -17.5% | -7.9% | -9.6% | -13.2% |
| 30D | -41.6% | -5.9% | -35.6% | -39.3% |
| 3M | -40.6% | -5.2% | -35.3% | -38.6% |
| 6M | -49.4% | +0.3% | -49.6% | -49.7% |
| YTD | +9.2% | +23.1% | -13.9% | -5.1% |
| 1Y | +6.5% | +22.7% | -16.3% | -7.4% |
| 3Y | +448.7% | +75.4% | +373.3% | +317.9% |
| All | +948.1% | +201.6% | +746.4% | +583.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling