+2,874.5%
V vs ET
+1,004.5%
+1,870.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.8% | -1.7% |
| 7D | -1.1% | +0.4% | -1.5% | -1.2% |
| 30D | +1.9% | +6.9% | -5.0% | +0.3% |
| 3M | +15.5% | +13.1% | +2.5% | +12.3% |
| 6M | +16.6% | +18.7% | -2.1% | +12.0% |
| YTD | +5.7% | +37.4% | -31.7% | -1.9% |
| 1Y | +8.6% | +34.8% | -26.3% | +1.0% |
| 3Y | +52.5% | +96.8% | -44.3% | +29.4% |
| 5Y | +67.1% | +238.2% | -171.1% | +24.4% |
| 10Y | +376.8% | +159.4% | +217.4% | +248.9% |
| All | +2,874.5% | +1,004.5% | +1,870.0% | +844.8% |
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