+108.3%
V vs ET
+215.7%
-107.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +0.9% | +2.5% | -1.6% | +0.2% |
| 30D | +9.0% | -2.5% | +11.4% | +9.5% |
| 3M | +16.7% | -4.9% | +21.6% | +18.1% |
| 6M | +33.4% | -0.1% | +33.5% | +32.9% |
| YTD | +22.4% | +26.2% | -3.9% | +13.0% |
| 1Y | +27.7% | +25.2% | +2.5% | +18.2% |
| 3Y | +78.0% | +84.2% | -6.2% | +42.9% |
| All | +108.3% | +215.7% | -107.4% | +43.9% |
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