+44.1%
PL vs ET
+270.8%
-226.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.8% |
| 7D | +5.6% | -1.9% | +7.5% | +7.1% |
| 30D | -16.9% | -3.1% | -13.9% | -15.3% |
| 3M | -38.2% | -3.9% | -34.3% | -36.7% |
| 6M | -63.4% | +4.0% | -67.5% | -64.6% |
| YTD | -27.6% | +26.4% | -54.1% | -38.7% |
| 1Y | +6.6% | +24.9% | -18.3% | -9.1% |
| 3Y | +557.6% | +85.2% | +472.4% | +366.4% |
| 5Y | +39.5% | +218.3% | -178.8% | -15.3% |
| All | +44.1% | +270.8% | -226.6% | -13.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling