+95.0%
RF vs ET
+99.3%
-4.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.3% | -0.2% |
| 7D | +1.3% | +0.9% | +0.4% | +0.9% |
| 30D | -3.6% | +7.5% | -11.1% | -6.9% |
| 3M | +8.1% | +11.4% | -3.3% | +2.5% |
| 6M | +11.5% | +18.5% | -7.1% | +1.9% |
| YTD | +15.6% | +37.4% | -21.8% | -2.8% |
| 1Y | +15.7% | +30.9% | -15.3% | -0.1% |
| All | +95.0% | +99.3% | -4.3% | +17.2% |
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