+1,802.9%
TER vs ET
+179.3%
+1,623.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.7% | -3.6% |
| 7D | +9.4% | +1.4% | +8.0% | +8.9% |
| 30D | -2.4% | +4.6% | -7.0% | -3.8% |
| 3M | +6.5% | +16.0% | -9.5% | +1.4% |
| 6M | +23.2% | +22.8% | +0.4% | +14.7% |
| YTD | +91.5% | +38.9% | +52.6% | +71.5% |
| 1Y | +214.8% | +34.1% | +180.7% | +184.9% |
| 3Y | +275.3% | +98.8% | +176.5% | +201.5% |
| 5Y | +211.9% | +246.8% | -34.9% | +113.9% |
| All | +1,802.9% | +179.3% | +1,623.6% | +1,229.5% |
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