+191.0%
MOD vs ET
+84.2%
+106.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -0.1% | +28.0% | +28.0% |
| 7D | +40.4% | +2.5% | +37.9% | +37.0% |
| 30D | -14.0% | -2.5% | -11.5% | -11.3% |
| 3M | -33.3% | -4.9% | -28.5% | -30.1% |
| 6M | -51.4% | -0.1% | -51.3% | -51.9% |
| YTD | +1.6% | +26.2% | -24.6% | -23.7% |
| 1Y | +5.4% | +25.2% | -19.8% | -20.6% |
| 3Y | +191.0% | +84.2% | +106.8% | +83.8% |
| All | +191.0% | +84.2% | +106.8% | +83.8% |
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