+233.5%
SPOT vs ET
+96.2%
+137.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.1% |
| 7D | -3.1% | +0.2% | -3.3% | -3.2% |
| 30D | +7.4% | +2.9% | +4.5% | +6.3% |
| 3M | +8.2% | +16.8% | -8.6% | +2.4% |
| 6M | +2.2% | +18.9% | -16.7% | -4.4% |
| YTD | -9.5% | +37.7% | -47.2% | -20.5% |
| 1Y | -23.8% | +32.4% | -56.3% | -32.0% |
| 3Y | +233.5% | +99.5% | +134.0% | +181.2% |
| All | +233.5% | +96.2% | +137.3% | +181.2% |
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 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