+274.5%
IR vs ET
+152.3%
+122.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -3.1% | +1.4% | -4.4% | -3.6% |
| 30D | -14.0% | +4.6% | -18.6% | -15.6% |
| 3M | +3.7% | +16.0% | -12.3% | -2.5% |
| 6M | -15.4% | +22.8% | -38.2% | -22.6% |
| YTD | -7.7% | +38.9% | -46.5% | -19.8% |
| 1Y | -8.8% | +34.1% | -42.9% | -19.8% |
| 3Y | +5.6% | +98.8% | -93.2% | -21.3% |
| 5Y | +34.3% | +246.8% | -212.5% | -20.7% |
| All | +274.5% | +152.3% | +122.3% | +137.1% |
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 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