+87.1%
PR vs ET
+163.5%
-76.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -0.6% | +0.4% | -1.0% | -1.1% |
| 30D | +17.4% | +6.9% | +10.5% | +8.7% |
| 3M | +21.8% | +13.1% | +8.7% | +5.8% |
| 6M | +27.6% | +18.7% | +8.9% | +4.9% |
| YTD | +71.4% | +37.4% | +34.0% | +19.4% |
| 1Y | +78.3% | +34.8% | +43.5% | +26.5% |
| 3Y | +85.5% | +96.8% | -11.3% | -15.4% |
| 5Y | +422.7% | +238.2% | +184.4% | +33.3% |
| 10Y | +87.1% | +159.4% | -72.3% | -33.9% |
| All | +87.1% | +163.5% | -76.3% | -33.9% |
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