+291.3%
IR vs ET
+149.6%
+141.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -2.8% | +0.9% | -3.7% | -3.2% |
| 30D | -15.1% | +7.5% | -22.6% | -17.6% |
| 3M | +6.1% | +11.4% | -5.3% | +1.3% |
| 6M | -16.8% | +18.5% | -35.3% | -22.8% |
| YTD | -3.5% | +37.4% | -40.9% | -15.8% |
| 1Y | -3.5% | +30.9% | -34.4% | -14.3% |
| 3Y | +9.5% | +98.7% | -89.3% | -18.5% |
| 5Y | +45.1% | +230.7% | -185.6% | -12.7% |
| All | +291.3% | +149.6% | +141.7% | +148.8% |
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