+3,341.8%
V vs ET
+914.3%
+2,427.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +0.9% | +2.5% | -1.6% | +0.4% |
| 30D | +9.0% | -2.5% | +11.4% | +9.4% |
| 3M | +16.7% | -4.9% | +21.6% | +17.8% |
| 6M | +33.4% | -0.1% | +33.5% | +33.1% |
| YTD | +22.4% | +26.2% | -3.9% | +15.5% |
| 1Y | +27.7% | +25.2% | +2.5% | +20.7% |
| 3Y | +78.0% | +84.2% | -6.2% | +53.2% |
| 5Y | +108.5% | +216.1% | -107.6% | +57.8% |
| 10Y | +459.0% | +160.7% | +298.4% | +310.5% |
| All | +3,341.8% | +914.3% | +2,427.5% | +1,012.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling