-66.5%
U vs ET
+241.8%
-308.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.8% | +5.3% | +5.0% |
| 7D | +5.5% | +0.2% | +5.3% | +5.3% |
| 30D | -1.3% | +2.9% | -4.1% | -3.1% |
| 3M | +64.6% | +16.8% | +47.8% | +48.6% |
| 6M | +119.4% | +18.9% | +100.5% | +94.0% |
| YTD | -0.5% | +37.7% | -38.2% | -21.1% |
| 1Y | +1.3% | +32.4% | -31.2% | -17.4% |
| 3Y | +15.6% | +99.5% | -83.9% | -30.8% |
| All | -66.5% | +241.8% | -308.2% | -83.2% |
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