+83.0%
PL vs ET
+303.0%
-219.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.5% | -1.4% |
| 7D | -9.3% | +0.9% | -10.2% | -9.8% |
| 30D | -18.9% | +7.5% | -26.4% | -22.6% |
| 3M | -58.4% | +11.4% | -69.8% | -61.3% |
| 6M | -30.3% | +18.5% | -48.8% | -38.2% |
| YTD | -8.1% | +37.4% | -45.5% | -26.1% |
| 1Y | +180.5% | +30.9% | +149.6% | +132.0% |
| 3Y | +444.1% | +98.7% | +345.4% | +268.7% |
| 5Y | +83.0% | +230.7% | -147.7% | +5.6% |
| All | +83.0% | +303.0% | -219.9% | +4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling