+7.7%
V vs ET
+31.4%
-23.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -0.9% |
| 7D | -1.7% | +0.9% | -2.6% | -1.6% |
| 30D | +2.0% | +7.5% | -5.5% | +2.7% |
| 3M | +17.4% | +11.4% | +5.9% | +18.6% |
| 6M | +17.5% | +18.5% | -1.0% | +20.6% |
| YTD | +7.6% | +37.4% | -29.8% | +14.9% |
| 1Y | +7.7% | +30.9% | -23.2% | +14.2% |
| All | +7.7% | +31.4% | -23.7% | +14.2% |
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 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