+292.2%
TER vs ET
+97.4%
+194.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +2.8% |
| 7D | +12.4% | +0.6% | +11.7% | +12.1% |
| 30D | +5.1% | +5.3% | -0.2% | +2.9% |
| 3M | +4.0% | +15.6% | -11.7% | -2.8% |
| 6M | +29.5% | +20.6% | +8.9% | +17.2% |
| YTD | +98.5% | +38.5% | +59.9% | +65.6% |
| 1Y | +234.1% | +35.7% | +198.4% | +181.6% |
| All | +292.2% | +97.4% | +194.8% | +153.8% |
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