-66.6%
SE vs ET
+240.9%
-307.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -4.6% |
| 7D | -3.6% | +0.6% | -4.3% | -4.0% |
| 30D | -5.3% | +5.3% | -10.6% | -8.4% |
| 3M | +28.1% | +15.6% | +12.4% | +16.3% |
| 6M | +20.7% | +20.6% | 0.0% | +5.7% |
| YTD | -14.8% | +38.5% | -53.3% | -32.2% |
| 1Y | -43.6% | +35.7% | -79.3% | -54.6% |
| 3Y | +184.2% | +98.4% | +85.9% | +73.2% |
| All | -66.6% | +240.9% | -307.5% | -85.1% |
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