-70.8%
OPEN vs ET
+353.3%
-424.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.4% | +0.5% |
| 7D | -4.3% | +0.9% | -5.1% | -4.7% |
| 30D | -16.2% | +7.5% | -23.7% | -19.4% |
| 3M | -36.4% | +11.4% | -47.8% | -40.1% |
| 6M | -35.5% | +18.5% | -54.0% | -41.3% |
| YTD | -46.0% | +37.4% | -83.3% | -54.5% |
| 1Y | -47.1% | +30.9% | -78.1% | -54.3% |
| 3Y | -19.0% | +98.7% | -117.8% | -43.5% |
| 5Y | -83.6% | +230.7% | -314.3% | -89.9% |
| All | -70.8% | +353.3% | -424.2% | -82.3% |
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 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