+705.3%
MOD vs ET
+1,435.0%
-729.6%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.2% |
| 7D | +9.6% | +0.9% | +8.7% | +9.2% |
| 30D | 0.0% | +7.5% | -7.4% | -3.0% |
| 3M | -35.4% | +11.4% | -46.8% | -38.4% |
| 6M | -7.3% | +18.5% | -25.8% | -14.2% |
| YTD | +45.8% | +37.4% | +8.4% | +26.9% |
| 1Y | +43.1% | +30.9% | +12.2% | +26.9% |
| 3Y | +297.7% | +98.7% | +198.9% | +206.3% |
| 5Y | +1,478.8% | +230.7% | +1,248.0% | +893.1% |
| 10Y | +1,633.4% | +175.6% | +1,457.8% | +968.6% |
| All | +705.3% | +1,435.0% | -729.6% | +5.3% |
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