+63.7%
SE vs ET
+84.2%
-20.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | -0.5% | +2.5% | -3.0% | -1.5% |
| 30D | -20.9% | -2.5% | -18.5% | -20.3% |
| 3M | -38.9% | -4.9% | -34.0% | -37.9% |
| 6M | -19.4% | -0.1% | -19.3% | -20.1% |
| YTD | -40.9% | +26.2% | -67.1% | -48.9% |
| 1Y | -46.2% | +25.2% | -71.3% | -53.2% |
| 3Y | +63.7% | +84.2% | -20.5% | +44.6% |
| All | +63.7% | +84.2% | -20.5% | +44.6% |
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