+38.7%
MOD vs ET
+32.7%
+6.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +6.3% | +0.4% | +5.9% | +6.3% |
| 30D | -1.7% | +6.9% | -8.5% | -1.3% |
| 3M | -30.1% | +13.1% | -43.2% | -29.7% |
| 6M | +2.7% | +18.7% | -16.0% | +0.9% |
| YTD | +44.1% | +37.4% | +6.6% | +36.1% |
| 1Y | +38.7% | +34.8% | +3.9% | +28.7% |
| All | +38.7% | +32.7% | +6.1% | +28.7% |
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