+39.5%
PL vs ET
+270.2%
-230.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +10.0% | +2.5% | +7.5% | +8.4% |
| 30D | -2.3% | -2.5% | +0.2% | -0.7% |
| 3M | -44.2% | -4.9% | -39.4% | -42.5% |
| 6M | -66.1% | -0.1% | -66.0% | -66.3% |
| YTD | -30.0% | +26.2% | -56.2% | -40.6% |
| 1Y | +21.0% | +25.2% | -4.1% | +3.1% |
| 3Y | +516.5% | +84.2% | +432.3% | +338.5% |
| 5Y | +32.0% | +216.1% | -184.0% | -19.8% |
| All | +39.5% | +270.2% | -230.7% | -16.1% |
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