+15.7%
RF vs ET
+31.4%
-15.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.3% | -0.1% |
| 7D | +1.3% | +0.9% | +0.4% | +1.3% |
| 30D | -3.6% | +7.5% | -11.1% | -3.8% |
| 3M | +8.1% | +11.4% | -3.3% | +7.7% |
| 6M | +11.5% | +18.5% | -7.1% | +10.7% |
| YTD | +15.6% | +37.4% | -21.8% | +13.0% |
| 1Y | +15.7% | +30.9% | -15.3% | +13.8% |
| All | +15.7% | +31.4% | -15.7% | +13.8% |
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