+21.0%
PL vs ET
+25.8%
-4.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +10.0% | +2.5% | +7.5% | +9.4% |
| 30D | -2.3% | -2.5% | +0.2% | -2.0% |
| 3M | -44.2% | -4.9% | -39.4% | -43.9% |
| 6M | -66.1% | -0.1% | -66.0% | -65.5% |
| YTD | -30.0% | +26.2% | -56.2% | -33.7% |
| 1Y | +21.0% | +25.2% | -4.1% | +15.0% |
| All | +21.0% | +25.8% | -4.7% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling