+155.2%
W vs ET
+177.0%
-21.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +2.0% | +1.5% |
| 7D | -0.9% | +0.2% | -1.1% | -1.0% |
| 30D | -4.2% | +2.9% | -7.1% | -5.5% |
| 3M | +26.9% | +16.8% | +10.1% | +17.9% |
| 6M | +31.2% | +18.9% | +12.4% | +19.9% |
| YTD | -1.8% | +37.7% | -39.5% | -16.3% |
| 1Y | +9.3% | +32.4% | -23.1% | -5.1% |
| 3Y | +33.2% | +99.5% | -66.3% | -1.2% |
| 5Y | -62.4% | +244.0% | -306.4% | -76.7% |
| All | +155.2% | +177.0% | -21.8% | +54.2% |
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