+1,211.2%
MAR vs ET
+1,435.7%
-224.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -1.7% | +0.4% | -2.1% | -1.8% |
| 30D | -6.9% | +6.9% | -13.8% | -8.8% |
| 3M | -15.8% | +13.1% | -28.9% | -19.1% |
| 6M | +1.9% | +18.7% | -16.8% | -3.6% |
| YTD | +6.6% | +37.4% | -30.8% | -3.8% |
| 1Y | +23.7% | +34.8% | -11.1% | +12.1% |
| 3Y | +64.6% | +96.8% | -32.2% | +32.3% |
| 5Y | +156.4% | +238.2% | -81.9% | +74.0% |
| 10Y | +415.4% | +159.4% | +255.9% | +246.5% |
| All | +1,211.2% | +1,435.7% | -224.5% | +187.0% |
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