+21.7%
P vs ET
+25.1%
-3.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.3% | +4.4% |
| 7D | -4.7% | +1.8% | -6.5% | -5.0% |
| 30D | -31.4% | -3.0% | -28.5% | -31.1% |
| 3M | -2.6% | -4.7% | +2.1% | -2.5% |
| 6M | +21.9% | +2.7% | +19.3% | +24.4% |
| YTD | +58.9% | +26.5% | +32.4% | +73.9% |
| 1Y | +21.7% | +25.0% | -3.2% | +31.6% |
| All | +21.7% | +25.1% | -3.4% | +31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling