+338.5%
RF vs ET
+166.1%
+172.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.0% |
| 7D | -0.1% | +0.6% | -0.8% | -0.5% |
| 30D | -4.0% | +5.3% | -9.3% | -6.5% |
| 3M | +5.6% | +15.6% | -10.1% | -2.1% |
| 6M | +13.1% | +20.6% | -7.6% | +2.3% |
| YTD | +13.6% | +38.5% | -25.0% | -4.4% |
| 1Y | +16.0% | +35.7% | -19.8% | -1.6% |
| 3Y | +90.2% | +98.4% | -8.2% | +31.9% |
| 5Y | +87.0% | +245.3% | -158.3% | -3.4% |
| 10Y | +338.5% | +173.7% | +164.7% | +114.9% |
| All | +338.5% | +166.1% | +172.4% | +114.9% |
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