+163.6%
W vs ET
+81.0%
+82.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.4% |
| 7D | -4.2% | +0.9% | -5.1% | -4.4% |
| 30D | -7.6% | +7.5% | -15.0% | -9.6% |
| 3M | +37.2% | +11.4% | +25.7% | +32.4% |
| 6M | +26.3% | +18.5% | +7.8% | +19.1% |
| YTD | -1.0% | +37.4% | -38.4% | -10.7% |
| 1Y | +20.1% | +30.9% | -10.9% | +9.8% |
| 3Y | +37.8% | +98.7% | -60.9% | +13.8% |
| 5Y | -63.7% | +230.7% | -294.4% | -73.2% |
| 10Y | +156.3% | +175.6% | -19.3% | +84.8% |
| All | +163.6% | +81.0% | +82.6% | +87.0% |
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