+50.7%
O vs ET
+177.0%
-126.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | -2.9% | +0.2% | -3.1% | -2.9% |
| 30D | -4.5% | +2.9% | -7.4% | -5.2% |
| 3M | -2.6% | +16.8% | -19.4% | -6.2% |
| 6M | -5.6% | +18.9% | -24.5% | -9.5% |
| YTD | +9.3% | +37.7% | -28.4% | +1.1% |
| 1Y | +4.3% | +32.4% | -28.1% | -2.6% |
| 3Y | +27.4% | +99.5% | -72.1% | +6.2% |
| 5Y | +17.1% | +244.0% | -226.9% | -16.0% |
| All | +50.7% | +177.0% | -126.3% | +4.5% |
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