+65.8%
MAR vs ET
+97.8%
-32.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -1.0% | -0.8% |
| 7D | -2.1% | +1.4% | -3.4% | -2.5% |
| 30D | -5.7% | +4.6% | -10.2% | -7.0% |
| 3M | -14.6% | +16.0% | -30.7% | -18.7% |
| 6M | +1.3% | +22.8% | -21.5% | -5.8% |
| YTD | +6.7% | +38.9% | -32.1% | -5.9% |
| 1Y | +26.4% | +34.1% | -7.6% | +13.0% |
| All | +65.8% | +97.8% | -32.0% | +33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling