+485.4%
P vs ET
+128.8%
+356.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +6.5% | +0.9% | +5.7% | +6.3% |
| 30D | +18.8% | +7.5% | +11.4% | +17.2% |
| 3M | +26.7% | +11.4% | +15.3% | +23.9% |
| 6M | +62.2% | +18.5% | +43.6% | +56.3% |
| YTD | +48.5% | +37.4% | +11.1% | +38.7% |
| 1Y | +26.4% | +30.9% | -4.5% | +19.1% |
| 3Y | +159.4% | +98.7% | +60.7% | +127.1% |
| 5Y | +275.8% | +230.7% | +45.1% | +199.5% |
| 10Y | +732.0% | +175.6% | +556.4% | +531.2% |
| All | +485.4% | +128.8% | +356.6% | +259.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling