-32.6%
MOD vs ET
+24.7%
-57.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -3.5% | -18.0% | -21.0% |
| 7D | -31.3% | -6.0% | -25.3% | -31.2% |
| 30D | -46.1% | -6.1% | -40.0% | -46.1% |
| 3M | -51.1% | -2.7% | -48.5% | -50.8% |
| 6M | -62.1% | +0.2% | -62.3% | -61.4% |
| YTD | -26.2% | +24.3% | -50.5% | -23.2% |
| 1Y | -32.6% | +26.4% | -58.9% | -30.1% |
| All | -32.6% | +24.7% | -57.3% | -30.1% |
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