+379.1%
V vs ET
+177.0%
+202.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | -1.2% | +0.2% | -1.5% | -1.3% |
| 30D | +3.1% | +2.9% | +0.2% | +2.3% |
| 3M | +16.3% | +16.8% | -0.5% | +11.6% |
| 6M | +20.4% | +18.9% | +1.5% | +14.8% |
| YTD | +6.3% | +37.7% | -31.4% | -2.7% |
| 1Y | +8.7% | +32.4% | -23.7% | +0.4% |
| 3Y | +53.3% | +99.5% | -46.2% | +25.9% |
| 5Y | +71.1% | +244.0% | -172.9% | +20.4% |
| All | +379.1% | +177.0% | +202.1% | +234.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling