+995.4%
TER vs ET
+160.8%
+834.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.4% |
| 7D | +14.4% | +2.5% | +11.8% | +13.5% |
| 30D | -30.6% | -2.5% | -28.1% | -30.0% |
| 3M | -39.2% | -4.9% | -34.3% | -38.2% |
| 6M | -31.3% | -0.1% | -31.2% | -31.5% |
| YTD | +29.1% | +26.2% | +2.9% | +18.7% |
| 1Y | +47.4% | +25.2% | +22.3% | +35.9% |
| 3Y | +191.2% | +84.2% | +107.0% | +138.0% |
| 5Y | +74.0% | +216.1% | -142.1% | +21.6% |
| All | +995.4% | +160.8% | +834.6% | +647.9% |
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