+74.8%
RF vs ET
+1,435.0%
-1,360.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.5% |
| 3M | +8.1% | +11.4% | -3.3% | +3.3% |
| 6M | +11.5% | +18.5% | -7.1% | +3.6% |
| YTD | +15.6% | +37.4% | -21.8% | +0.9% |
| 1Y | +15.7% | +30.9% | -15.3% | +2.9% |
| 3Y | +86.9% | +98.7% | -11.8% | +39.6% |
| 5Y | +89.8% | +230.7% | -140.9% | +14.4% |
| 10Y | +344.7% | +175.6% | +169.1% | +163.9% |
| All | +74.8% | +1,435.0% | -1,360.2% | -72.2% |
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 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