+67.7%
V vs ET
+242.4%
-174.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | -2.9% | +0.6% | -3.6% | -3.1% |
| 30D | +1.9% | +5.3% | -3.4% | +0.4% |
| 3M | +13.2% | +15.6% | -2.4% | +8.5% |
| 6M | +16.7% | +20.6% | -3.9% | +10.4% |
| YTD | +5.4% | +38.5% | -33.1% | -4.6% |
| 1Y | +7.7% | +35.7% | -28.1% | -2.1% |
| 3Y | +52.0% | +98.4% | -46.4% | +21.4% |
| 5Y | +67.7% | +245.3% | -177.6% | +13.9% |
| All | +67.7% | +242.4% | -174.6% | +13.9% |
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