+190.5%
P vs ET
+82.5%
+108.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.9% | +5.4% | +5.7% |
| 7D | -9.6% | -4.4% | -5.2% | -6.8% |
| 30D | -33.4% | -4.8% | -28.7% | -31.0% |
| 3M | +14.2% | -3.4% | +17.6% | +17.1% |
| 6M | +31.6% | +2.2% | +29.4% | +29.5% |
| YTD | +53.5% | +24.2% | +29.3% | +30.2% |
| 1Y | +14.2% | +24.5% | -10.3% | -3.8% |
| 3Y | +190.5% | +83.6% | +106.9% | +109.7% |
| All | +190.5% | +82.5% | +108.0% | +109.7% |
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