+632.8%
LYB vs ET
+710.7%
-77.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | +0.3% | +0.2% | 0.0% | +0.2% |
| 30D | +2.5% | +2.9% | -0.4% | +1.4% |
| 3M | +1.4% | +16.8% | -15.4% | -3.9% |
| 6M | -3.5% | +18.9% | -22.4% | -9.1% |
| YTD | +52.0% | +37.7% | +14.3% | +36.0% |
| 1Y | +22.1% | +32.4% | -10.4% | +10.6% |
| 3Y | -22.8% | +99.5% | -122.3% | -39.7% |
| 5Y | -3.4% | +244.0% | -247.3% | -37.7% |
| 10Y | +47.4% | +172.1% | -124.7% | -4.4% |
| All | +632.8% | +710.7% | -77.8% | +109.0% |
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