+26.0%
MAR vs ET
+33.4%
-7.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.5% |
| 7D | -0.5% | +0.2% | -0.8% | -0.5% |
| 30D | -5.4% | +2.9% | -8.3% | -4.9% |
| 3M | -15.5% | +16.8% | -32.3% | -12.7% |
| 6M | +3.0% | +18.9% | -15.9% | +6.4% |
| YTD | +8.5% | +37.7% | -29.2% | +13.0% |
| 1Y | +26.0% | +32.4% | -6.5% | +28.3% |
| All | +26.0% | +33.4% | -7.5% | +28.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling