+648.6%
P vs ET
+179.3%
+469.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.3% | -3.1% |
| 7D | -4.1% | +1.4% | -5.5% | -4.6% |
| 30D | -14.0% | +4.6% | -18.5% | -15.4% |
| 3M | +41.4% | +16.0% | +25.4% | +33.5% |
| 6M | +54.2% | +22.8% | +31.3% | +41.9% |
| YTD | +40.4% | +38.9% | +1.6% | +23.2% |
| 1Y | +16.0% | +34.1% | -18.1% | +2.8% |
| 3Y | +140.7% | +98.8% | +41.9% | +86.3% |
| 5Y | +256.3% | +246.8% | +9.5% | +123.7% |
| All | +648.6% | +179.3% | +469.3% | +325.3% |
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