+196.7%
W vs ET
+66.3%
+130.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +0.2% | +2.5% | -2.4% | -0.6% |
| 30D | +6.8% | -2.5% | +9.3% | +7.3% |
| 3M | +10.7% | -4.9% | +15.5% | +11.8% |
| 6M | +86.3% | -0.1% | +86.4% | +84.8% |
| YTD | +11.5% | +26.2% | -14.8% | +2.7% |
| 1Y | +5.1% | +25.2% | -20.1% | -3.0% |
| 3Y | +171.0% | +84.2% | +86.8% | +128.0% |
| 5Y | -56.6% | +216.1% | -272.7% | -67.5% |
| 10Y | +213.4% | +160.7% | +52.7% | +130.2% |
| All | +196.7% | +66.3% | +130.4% | +115.0% |
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