+43.0%
RF vs ET
+201.0%
-157.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.5% |
| 7D | -0.9% | -7.9% | +7.0% | +3.1% |
| 30D | +6.0% | -5.9% | +12.0% | +9.0% |
| 3M | -8.9% | -5.2% | -3.7% | -6.7% |
| 6M | +2.3% | +0.3% | +2.1% | +1.5% |
| YTD | +7.6% | +23.1% | -15.5% | -5.0% |
| 1Y | +21.2% | +22.7% | -1.6% | +7.0% |
| 3Y | +108.5% | +75.4% | +33.2% | +48.5% |
| All | +43.0% | +201.0% | -157.9% | -23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling