-19.8%
LOW vs ET
+21.1%
-40.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -0.8% |
| 7D | -0.6% | +0.6% | -1.3% | -0.4% |
| 30D | -9.3% | +5.3% | -14.6% | -7.5% |
| 3M | -8.1% | +15.6% | -23.7% | -3.2% |
| 6M | -19.8% | +20.6% | -40.4% | -13.7% |
| All | -19.8% | +21.1% | -40.9% | -13.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling