+13,566.3%
FIX vs ET
+1,313.9%
+12,252.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.1% | +4.9% | +5.0% |
| 7D | +6.4% | +1.8% | +4.7% | +6.0% |
| 30D | -29.1% | -3.0% | -26.1% | -28.3% |
| 3M | -31.1% | -4.7% | -26.5% | -30.1% |
| 6M | -42.8% | +2.7% | -45.5% | -43.3% |
| YTD | +24.6% | +26.5% | -1.9% | +16.0% |
| 1Y | +21.9% | +25.0% | -3.0% | +13.9% |
| 3Y | +524.9% | +85.4% | +439.6% | +431.2% |
| 5Y | +1,092.2% | +215.5% | +876.7% | +776.0% |
| 10Y | +3,759.0% | +161.3% | +3,597.7% | +2,676.0% |
| All | +13,566.3% | +1,313.9% | +12,252.4% | +3,450.6% |
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