-61.8%
W vs ET
+240.9%
-302.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.4% |
| 7D | +5.9% | +0.6% | +5.3% | +5.4% |
| 30D | -3.0% | +5.3% | -8.3% | -7.0% |
| 3M | +40.3% | +15.6% | +24.7% | +23.7% |
| 6M | +32.2% | +20.6% | +11.6% | +10.3% |
| YTD | -0.3% | +38.5% | -38.8% | -26.8% |
| 1Y | +16.2% | +35.7% | -19.6% | -13.3% |
| 3Y | +40.7% | +98.4% | -57.6% | -24.0% |
| All | -61.8% | +240.9% | -302.7% | -84.4% |
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