+516.5%
PL vs ET
+84.2%
+432.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +10.0% | +2.5% | +7.5% | +7.7% |
| 30D | -2.3% | -2.5% | +0.2% | -0.2% |
| 3M | -44.2% | -4.9% | -39.4% | -41.9% |
| 6M | -66.1% | -0.1% | -66.0% | -66.5% |
| YTD | -30.0% | +26.2% | -56.2% | -46.2% |
| 1Y | +21.0% | +25.2% | -4.1% | -6.2% |
| 3Y | +516.5% | +84.2% | +432.3% | +192.1% |
| All | +516.5% | +84.2% | +432.3% | +192.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling