+158.7%
P vs ET
+96.2%
+62.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +7.8% | +0.4% | +7.4% | +7.5% |
| 30D | +12.3% | +6.9% | +5.5% | +8.0% |
| 3M | +37.1% | +13.1% | +24.0% | +27.0% |
| 6M | +66.1% | +18.7% | +47.4% | +47.7% |
| YTD | +50.9% | +37.4% | +13.5% | +20.8% |
| 1Y | +27.2% | +34.8% | -7.6% | +2.7% |
| 3Y | +158.7% | +96.8% | +61.9% | +80.4% |
| All | +158.7% | +96.2% | +62.4% | +80.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling