-89.0%
OPEN vs ET
+316.5%
-405.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.6% |
| 7D | -15.0% | +2.5% | -17.5% | -16.0% |
| 30D | -40.2% | -2.5% | -37.7% | -39.9% |
| 3M | -67.4% | -4.9% | -62.5% | -67.0% |
| 6M | -74.0% | -0.1% | -73.9% | -74.4% |
| YTD | -79.6% | +26.2% | -105.8% | -82.3% |
| 1Y | -86.1% | +25.2% | -111.3% | -87.9% |
| 3Y | -41.4% | +84.2% | -125.6% | -58.0% |
| 5Y | -94.9% | +216.1% | -310.9% | -96.8% |
| All | -89.0% | +316.5% | -405.5% | -93.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling