-85.1%
OPEN vs ET
+241.7%
-326.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.2% | -6.9% | -6.8% |
| 7D | -10.5% | +1.4% | -11.9% | -11.5% |
| 30D | -21.8% | +4.6% | -26.4% | -24.7% |
| 3M | -37.5% | +16.0% | -53.5% | -44.9% |
| 6M | -44.1% | +22.8% | -66.9% | -53.3% |
| YTD | -52.0% | +38.9% | -90.8% | -63.8% |
| 1Y | -52.2% | +34.1% | -86.3% | -62.8% |
| 3Y | -25.9% | +98.8% | -124.7% | -61.3% |
| 5Y | -85.1% | +246.8% | -331.9% | -93.9% |
| All | -85.1% | +241.7% | -326.8% | -93.9% |
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