+231.7%
RF vs ET
+173.2%
+58.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -1.3% | +1.8% | -3.1% | -2.2% |
| 30D | +4.6% | -3.0% | +7.6% | +6.0% |
| 3M | -8.4% | -4.7% | -3.8% | -6.5% |
| 6M | +8.9% | +2.7% | +6.2% | +6.7% |
| YTD | +8.8% | +26.5% | -17.7% | -4.6% |
| 1Y | +18.9% | +25.0% | -6.0% | +4.7% |
| 3Y | +116.0% | +85.4% | +30.6% | +53.6% |
| 5Y | +46.0% | +215.5% | -169.5% | -21.9% |
| 10Y | +231.7% | +161.3% | +70.4% | +68.1% |
| All | +231.7% | +173.2% | +58.5% | +68.1% |
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