+791.2%
LOW vs ET
+1,447.8%
-656.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.3% |
| 7D | -0.6% | +0.6% | -1.3% | -0.8% |
| 30D | -9.3% | +5.3% | -14.6% | -10.3% |
| 3M | -8.1% | +15.6% | -23.7% | -11.1% |
| 6M | -19.8% | +20.6% | -40.4% | -23.3% |
| YTD | -16.4% | +38.5% | -54.9% | -22.5% |
| 1Y | -24.7% | +35.7% | -60.4% | -30.0% |
| 3Y | -8.8% | +98.4% | -107.2% | -22.8% |
| 5Y | +7.8% | +245.3% | -237.5% | -20.3% |
| 10Y | +233.8% | +173.7% | +60.1% | +141.8% |
| All | +791.2% | +1,447.8% | -656.7% | +167.9% |
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