-41.9%
IT vs ET
+241.8%
-283.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.8% | +6.1% | +5.5% |
| 7D | -3.7% | +0.2% | -3.9% | -3.8% |
| 30D | +0.1% | +2.9% | -2.8% | -0.9% |
| 3M | +20.7% | +16.8% | +3.9% | +14.6% |
| 6M | +12.0% | +18.9% | -6.9% | +5.5% |
| YTD | -28.8% | +37.7% | -66.5% | -36.3% |
| 1Y | -25.5% | +32.4% | -58.0% | -32.5% |
| 3Y | -48.8% | +99.5% | -148.2% | -59.4% |
| All | -41.9% | +241.8% | -283.7% | -59.3% |
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