+755.6%
GOOGL vs ET
+177.0%
+578.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.0% |
| 7D | 0.0% | +0.2% | -0.2% | -0.1% |
| 30D | -1.4% | +2.9% | -4.3% | -2.1% |
| 3M | -5.3% | +16.8% | -22.1% | -9.0% |
| 6M | +9.8% | +18.9% | -9.1% | +4.9% |
| YTD | +8.4% | +37.7% | -29.3% | -0.2% |
| 1Y | +41.2% | +32.4% | +8.7% | +31.2% |
| 3Y | +149.6% | +99.5% | +50.1% | +108.2% |
| 5Y | +142.6% | +244.0% | -101.4% | +76.7% |
| All | +755.6% | +177.0% | +578.6% | +542.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling