+655.3%
P vs ET
+173.2%
+482.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.3% | +4.4% |
| 7D | -4.7% | +1.8% | -6.5% | -5.3% |
| 30D | -31.4% | -3.0% | -28.5% | -30.4% |
| 3M | -2.6% | -4.7% | +2.1% | -0.7% |
| 6M | +21.9% | +2.7% | +19.3% | +20.5% |
| YTD | +58.9% | +26.5% | +32.4% | +44.2% |
| 1Y | +21.7% | +25.0% | -3.2% | +10.8% |
| 3Y | +193.3% | +85.4% | +107.9% | +132.1% |
| 5Y | +275.1% | +215.5% | +59.6% | +142.0% |
| 10Y | +655.3% | +161.3% | +494.0% | +354.0% |
| All | +655.3% | +173.2% | +482.1% | +354.0% |
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