+268.9%
P vs ET
+242.4%
+26.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.8% | -4.4% |
| 7D | +5.0% | +0.6% | +4.4% | +4.7% |
| 30D | -0.9% | +5.3% | -6.2% | -3.3% |
| 3M | +38.7% | +15.6% | +23.0% | +29.3% |
| 6M | +54.4% | +20.6% | +33.8% | +40.5% |
| YTD | +44.8% | +38.5% | +6.3% | +22.9% |
| 1Y | +22.5% | +35.7% | -13.2% | +4.7% |
| 3Y | +148.2% | +98.4% | +49.9% | +86.2% |
| 5Y | +268.9% | +245.3% | +23.6% | +144.5% |
| All | +268.9% | +242.4% | +26.6% | +144.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling