+1.1%
UL vs ET
+24.7%
-23.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.5% | +6.7% | +3.0% |
| 7D | +4.7% | -6.0% | +10.7% | +4.3% |
| 30D | +11.6% | -6.1% | +17.7% | +11.3% |
| 3M | +5.3% | -2.7% | +8.0% | +4.8% |
| 6M | +16.0% | +0.2% | +15.8% | +14.9% |
| YTD | +5.0% | +24.3% | -19.4% | +6.0% |
| 1Y | +1.1% | +26.4% | -25.3% | +2.4% |
| All | +1.1% | +24.7% | -23.6% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling