+35.3%
W vs ET
+97.4%
-62.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.3% |
| 7D | +5.9% | +0.6% | +5.3% | +5.5% |
| 30D | -3.0% | +5.3% | -8.3% | -6.3% |
| 3M | +40.3% | +15.6% | +24.7% | +25.9% |
| 6M | +32.2% | +20.6% | +11.6% | +11.9% |
| YTD | -0.3% | +38.5% | -38.8% | -26.4% |
| 1Y | +16.2% | +35.7% | -19.6% | -12.7% |
| All | +35.3% | +97.4% | -62.1% | -28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling