-0.3%
SPOT vs ET
+24.7%
-25.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.5% | +8.1% | +3.9% |
| 7D | +16.6% | -6.0% | +22.6% | +15.4% |
| 30D | +29.9% | -6.1% | +36.0% | +28.8% |
| 3M | +31.3% | -2.7% | +33.9% | +30.8% |
| 6M | +43.2% | +0.2% | +43.0% | +42.6% |
| YTD | +8.1% | +24.3% | -16.3% | +11.7% |
| 1Y | -0.3% | +26.4% | -26.7% | +2.2% |
| All | -0.3% | +24.7% | -25.0% | +2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling