+37.3%
IR vs ET
+242.4%
-205.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.4% |
| 7D | -1.9% | +0.6% | -2.5% | -2.2% |
| 30D | -15.0% | +5.3% | -20.3% | -16.9% |
| 3M | -0.4% | +15.6% | -16.1% | -6.6% |
| 6M | -15.0% | +20.6% | -35.7% | -22.2% |
| YTD | -7.1% | +38.5% | -45.6% | -20.1% |
| 1Y | -7.5% | +35.7% | -43.3% | -20.0% |
| 3Y | +6.3% | +98.4% | -92.1% | -22.9% |
| 5Y | +37.3% | +245.3% | -208.0% | -15.2% |
| All | +37.3% | +242.4% | -205.0% | -15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling