-11.4%
MSCI vs ET
+235.7%
-247.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.8% |
| 7D | -2.1% | +0.4% | -2.5% | -2.2% |
| 30D | -1.7% | +6.9% | -8.6% | -3.8% |
| 3M | -8.2% | +13.1% | -21.3% | -11.9% |
| 6M | -2.4% | +18.7% | -21.2% | -8.1% |
| YTD | -2.8% | +37.4% | -40.3% | -13.0% |
| 1Y | -2.7% | +34.8% | -37.5% | -12.4% |
| 3Y | +7.3% | +96.8% | -89.5% | -16.9% |
| 5Y | -11.4% | +238.2% | -249.7% | -39.2% |
| All | -11.4% | +235.7% | -247.2% | -39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling