-55.9%
W vs ET
+215.7%
-271.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | +0.2% | +2.5% | -2.4% | -1.8% |
| 30D | +6.8% | -2.5% | +9.3% | +8.1% |
| 3M | +10.7% | -4.9% | +15.5% | +13.7% |
| 6M | +86.3% | -0.1% | +86.4% | +81.3% |
| YTD | +11.5% | +26.2% | -14.8% | -14.5% |
| 1Y | +5.1% | +25.2% | -20.1% | -19.1% |
| 3Y | +171.0% | +84.2% | +86.8% | +45.0% |
| All | -55.9% | +215.7% | -271.6% | -82.5% |
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