+11,870.7%
FIX vs ET
+1,275.4%
+10,595.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.4% | +5.1% | +5.3% |
| 7D | -17.5% | -7.9% | -9.6% | -15.3% |
| 30D | -41.6% | -5.9% | -35.6% | -40.4% |
| 3M | -40.6% | -5.2% | -35.3% | -39.6% |
| 6M | -49.4% | +0.3% | -49.6% | -49.5% |
| YTD | +9.2% | +23.1% | -13.9% | +2.4% |
| 1Y | +6.5% | +22.7% | -16.3% | -0.1% |
| 3Y | +448.7% | +75.4% | +373.3% | +373.6% |
| 5Y | +948.7% | +202.6% | +746.1% | +679.3% |
| 10Y | +3,659.7% | +213.0% | +3,446.7% | +2,497.2% |
| All | +11,870.7% | +1,275.4% | +10,595.3% | +3,034.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling