+27.6%
O vs ET
+97.8%
-70.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -3.5% | +1.4% | -4.9% | -3.7% |
| 30D | -3.3% | +4.6% | -7.9% | -3.9% |
| 3M | -2.8% | +16.0% | -18.9% | -4.8% |
| 6M | -5.8% | +22.8% | -28.6% | -8.5% |
| YTD | +9.4% | +38.9% | -29.5% | +4.5% |
| 1Y | +5.7% | +34.1% | -28.4% | +1.4% |
| All | +27.6% | +97.8% | -70.2% | +3.7% |
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