+81.7%
SPY vs ET
+242.4%
-160.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | -0.4% | +0.6% | -1.0% | -0.6% |
| 30D | -1.4% | +5.3% | -6.7% | -3.1% |
| 3M | +3.7% | +15.6% | -11.9% | -1.3% |
| 6M | +13.0% | +20.6% | -7.6% | +5.7% |
| YTD | +12.4% | +38.5% | -26.1% | -0.1% |
| 1Y | +18.5% | +35.7% | -17.2% | +6.0% |
| 3Y | +77.6% | +98.4% | -20.7% | +38.7% |
| 5Y | +81.7% | +245.3% | -163.6% | +23.6% |
| All | +81.7% | +242.4% | -160.7% | +23.6% |
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