+44.9%
IR vs ET
+215.7%
-170.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +2.5% | +2.5% | 0.0% | +1.4% |
| 30D | +9.2% | -2.5% | +11.6% | +10.1% |
| 3M | +0.9% | -4.9% | +5.8% | +2.8% |
| 6M | +19.2% | -0.1% | +19.3% | +18.5% |
| YTD | +7.5% | +26.2% | -18.7% | -4.9% |
| 1Y | +11.7% | +25.2% | -13.4% | -0.9% |
| 3Y | +23.9% | +84.2% | -60.3% | -9.7% |
| All | +44.9% | +215.7% | -170.9% | -7.3% |
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 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