+5.2%
LOW vs ET
+241.8%
-236.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -3.7% | +0.2% | -4.0% | -3.8% |
| 30D | -8.9% | +2.9% | -11.7% | -9.5% |
| 3M | -10.4% | +16.8% | -27.2% | -13.8% |
| 6M | -19.4% | +18.9% | -38.3% | -23.0% |
| YTD | -17.1% | +37.7% | -54.8% | -23.9% |
| 1Y | -26.3% | +32.4% | -58.7% | -31.6% |
| 3Y | -9.9% | +99.5% | -109.4% | -26.6% |
| All | +5.2% | +241.8% | -236.5% | -22.1% |
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