+84.4%
PL vs ET
+32.7%
+51.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.8% | -1.7% |
| 7D | -7.5% | +0.4% | -7.9% | -7.6% |
| 30D | -25.6% | +6.9% | -32.4% | -26.0% |
| 3M | -45.6% | +13.1% | -58.7% | -46.3% |
| 6M | -29.5% | +18.7% | -48.3% | -33.4% |
| YTD | -9.7% | +37.4% | -47.1% | -19.9% |
| 1Y | +84.4% | +34.8% | +49.6% | +55.7% |
| All | +84.4% | +32.7% | +51.7% | +55.7% |
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 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