+252.8%
SPOT vs ET
+214.3%
+38.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | -3.1% | +0.2% | -3.3% | -3.1% |
| 30D | +7.4% | +2.9% | +4.5% | +6.5% |
| 3M | +8.2% | +16.8% | -8.6% | +3.2% |
| 6M | +2.2% | +18.9% | -16.7% | -3.3% |
| YTD | -9.5% | +37.7% | -47.2% | -18.1% |
| 1Y | -23.8% | +32.4% | -56.3% | -30.4% |
| 3Y | +233.5% | +99.5% | +134.0% | +169.5% |
| 5Y | +112.2% | +244.0% | -131.8% | +48.1% |
| All | +252.8% | +214.3% | +38.5% | +151.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling