-39.0%
U vs ET
+477.7%
-516.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -3.8% | +0.9% | -4.7% | -4.2% |
| 30D | +17.5% | +7.5% | +10.0% | +14.2% |
| 3M | +38.7% | +11.4% | +27.3% | +32.7% |
| 6M | +104.4% | +18.5% | +85.9% | +89.6% |
| YTD | -5.7% | +37.4% | -43.1% | -18.1% |
| 1Y | +3.7% | +30.9% | -27.3% | -8.1% |
| 3Y | +12.3% | +98.7% | -86.4% | -14.9% |
| 5Y | -68.8% | +230.7% | -299.5% | -78.2% |
| All | -39.0% | +477.7% | -516.7% | -56.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling