+115.3%
SPOT vs ET
+241.8%
-126.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.0% |
| 3M | +8.2% | +16.8% | -8.6% | +0.8% |
| 6M | +2.2% | +18.9% | -16.7% | -6.0% |
| YTD | -9.5% | +37.7% | -47.2% | -22.5% |
| 1Y | -23.8% | +32.4% | -56.3% | -33.7% |
| 3Y | +233.5% | +99.5% | +134.0% | +134.6% |
| All | +115.3% | +241.8% | -126.5% | +21.3% |
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 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