+66.2%
RF vs ET
+1,287.7%
-1,221.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.8% |
| 7D | -0.1% | -4.4% | +4.3% | +1.7% |
| 30D | +7.0% | -4.8% | +11.8% | +9.0% |
| 3M | -7.0% | -3.4% | -3.6% | -5.9% |
| 6M | +6.8% | +2.2% | +4.6% | +5.4% |
| YTD | +9.9% | +24.2% | -14.3% | -0.2% |
| 1Y | +21.1% | +24.5% | -3.4% | +9.7% |
| 3Y | +119.6% | +83.6% | +36.0% | +69.1% |
| 5Y | +46.2% | +203.4% | -157.2% | -8.8% |
| 10Y | +261.5% | +166.5% | +95.0% | +119.0% |
| All | +66.2% | +1,287.7% | -1,221.5% | -72.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling