+634.6%
P vs ET
+160.8%
+473.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | +11.6% | +2.5% | +9.1% | +10.5% |
| 30D | -23.7% | -2.5% | -21.2% | -22.8% |
| 3M | -8.0% | -4.9% | -3.1% | -6.0% |
| 6M | +27.9% | -0.1% | +28.0% | +27.9% |
| YTD | +61.2% | +26.2% | +34.9% | +46.3% |
| 1Y | +28.6% | +25.2% | +3.5% | +16.9% |
| 3Y | +200.5% | +84.2% | +116.3% | +138.3% |
| 5Y | +282.9% | +216.1% | +66.9% | +146.7% |
| All | +634.6% | +160.8% | +473.8% | +337.6% |
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