+114.9%
RF vs ET
+80.9%
+34.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.5% |
| 7D | -0.9% | -7.9% | +7.0% | +2.5% |
| 30D | +6.0% | -5.9% | +12.0% | +8.6% |
| 3M | -8.9% | -5.2% | -3.7% | -7.0% |
| 6M | +2.3% | +0.3% | +2.1% | +1.5% |
| YTD | +7.6% | +23.1% | -15.5% | -4.5% |
| 1Y | +21.2% | +22.7% | -1.6% | +7.5% |
| All | +114.9% | +80.9% | +34.1% | +39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling