+3,395.9%
GOOGL vs ET
+1,447.8%
+1,948.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.4% |
| 7D | -1.9% | +0.6% | -2.5% | -2.0% |
| 30D | -7.5% | +5.3% | -12.8% | -8.5% |
| 3M | -9.2% | +15.6% | -24.8% | -12.0% |
| 6M | +8.1% | +20.6% | -12.6% | +3.7% |
| YTD | +5.8% | +38.5% | -32.7% | -1.3% |
| 1Y | +38.3% | +35.7% | +2.6% | +29.4% |
| 3Y | +144.8% | +98.4% | +46.4% | +110.7% |
| 5Y | +132.5% | +245.3% | -112.7% | +78.0% |
| 10Y | +746.7% | +173.7% | +572.9% | +536.2% |
| All | +3,395.9% | +1,447.8% | +1,948.0% | +1,045.1% |
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