+606.9%
GEV vs ET
+68.8%
+538.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -3.0% |
| 7D | -1.9% | +1.4% | -3.3% | -2.9% |
| 30D | -8.7% | +4.6% | -13.3% | -11.9% |
| 3M | +6.6% | +16.0% | -9.4% | -6.1% |
| 6M | +10.2% | +22.8% | -12.6% | -8.6% |
| YTD | +41.6% | +38.9% | +2.8% | +3.5% |
| 1Y | +43.9% | +34.1% | +9.8% | +8.4% |
| All | +606.9% | +68.8% | +538.1% | +358.8% |
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 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