+649.0%
P vs ET
+161.1%
+487.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.5% | +3.4% |
| 7D | +17.8% | +3.0% | +14.8% | +16.4% |
| 30D | -29.9% | -3.5% | -26.4% | -28.7% |
| 3M | -1.2% | -5.6% | +4.4% | +1.2% |
| 6M | +32.1% | +0.5% | +31.6% | +31.8% |
| YTD | +64.3% | +26.3% | +38.0% | +49.1% |
| 1Y | +24.3% | +25.7% | -1.4% | +12.8% |
| 3Y | +203.2% | +85.1% | +118.1% | +140.0% |
| 5Y | +290.4% | +216.4% | +74.0% | +151.5% |
| All | +649.0% | +161.1% | +487.9% | +346.0% |
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