-74.2%
OPEN vs ET
+354.4%
-428.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | 0.0% |
| 7D | -11.4% | +0.2% | -11.7% | -11.5% |
| 30D | -20.1% | +2.9% | -22.9% | -21.3% |
| 3M | -37.6% | +16.8% | -54.4% | -42.6% |
| 6M | -47.1% | +18.9% | -65.9% | -52.0% |
| YTD | -52.1% | +37.7% | -89.8% | -59.8% |
| 1Y | -73.5% | +32.4% | -105.9% | -77.2% |
| 3Y | -24.4% | +99.5% | -123.9% | -47.4% |
| 5Y | -85.1% | +244.0% | -329.1% | -90.9% |
| All | -74.2% | +354.4% | -428.6% | -84.3% |
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 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