+2,105.4%
FIX vs ET
+232.1%
+1,873.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +6.0% | +0.9% | +5.1% | +5.5% |
| 30D | -7.2% | +7.5% | -14.7% | -10.9% |
| 3M | -15.9% | +11.4% | -27.3% | -21.2% |
| 6M | +12.7% | +18.5% | -5.8% | +1.3% |
| YTD | +72.8% | +37.4% | +35.4% | +41.8% |
| 1Y | +122.9% | +30.9% | +92.0% | +88.0% |
| 3Y | +774.3% | +98.7% | +675.6% | +527.3% |
| All | +2,105.4% | +232.1% | +1,873.3% | +1,226.3% |
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