+45.2%
PL vs ET
+264.3%
-219.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +0.9% | +13.6% | +13.9% |
| 7D | +10.9% | -4.4% | +15.3% | +14.3% |
| 30D | -16.4% | -4.8% | -11.6% | -13.7% |
| 3M | -39.9% | -3.4% | -36.5% | -38.7% |
| 6M | -63.2% | +2.2% | -65.4% | -64.0% |
| YTD | -27.1% | +24.2% | -51.3% | -37.6% |
| 1Y | +12.2% | +24.5% | -12.3% | -4.1% |
| 3Y | +584.3% | +83.6% | +500.7% | +388.8% |
| 5Y | +37.0% | +203.4% | -166.4% | -15.8% |
| All | +45.2% | +264.3% | -219.1% | -11.8% |
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