+611.5%
MSCI vs ET
+179.3%
+432.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | -4.7% | +1.4% | -6.1% | -5.0% |
| 30D | -2.2% | +4.6% | -6.7% | -3.3% |
| 3M | -9.7% | +16.0% | -25.7% | -13.2% |
| 6M | +0.3% | +22.8% | -22.6% | -5.2% |
| YTD | -3.5% | +38.9% | -42.3% | -11.7% |
| 1Y | -1.4% | +34.1% | -35.5% | -9.0% |
| 3Y | +6.6% | +98.8% | -92.2% | -11.9% |
| 5Y | -10.9% | +246.8% | -257.7% | -36.2% |
| All | +611.5% | +179.3% | +432.2% | +409.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling