+1,096.9%
IT vs ET
+1,435.7%
-338.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | 0.0% | -7.5% | -7.4% |
| 7D | -9.1% | +0.4% | -9.5% | -9.2% |
| 30D | -7.0% | +6.9% | -13.9% | -8.5% |
| 3M | +7.6% | +13.1% | -5.4% | +4.5% |
| 6M | +2.1% | +18.7% | -16.6% | -2.1% |
| YTD | -31.6% | +37.4% | -69.0% | -36.8% |
| 1Y | -29.9% | +34.8% | -64.7% | -35.0% |
| 3Y | -51.3% | +96.8% | -148.1% | -58.8% |
| 5Y | -44.8% | +238.2% | -283.0% | -59.3% |
| 10Y | +91.4% | +159.4% | -68.1% | +38.6% |
| All | +1,096.9% | +1,435.7% | -338.8% | +264.5% |
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