+415.3%
PR vs ET
+232.1%
+183.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.9% |
| 7D | +2.9% | +0.9% | +2.0% | +1.9% |
| 30D | +18.0% | +7.5% | +10.6% | +8.4% |
| 3M | +16.9% | +11.4% | +5.4% | +3.1% |
| 6M | +28.2% | +18.5% | +9.7% | +5.2% |
| YTD | +69.3% | +37.4% | +32.0% | +17.2% |
| 1Y | +69.5% | +30.9% | +38.6% | +23.7% |
| 3Y | +81.7% | +98.7% | -17.0% | -22.3% |
| All | +415.3% | +232.1% | +183.2% | +21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling