+621.5%
XYZ vs ET
+173.2%
+448.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -2.2% | +1.8% | -3.9% | -2.9% |
| 30D | +11.6% | -3.0% | +14.6% | +12.5% |
| 3M | +8.4% | -4.7% | +13.1% | +10.0% |
| 6M | +17.2% | +2.7% | +14.5% | +14.6% |
| YTD | +31.7% | +26.5% | +5.2% | +17.2% |
| 1Y | +30.1% | +25.0% | +5.1% | +16.2% |
| 3Y | +66.4% | +85.4% | -18.9% | +27.5% |
| 5Y | -62.2% | +215.5% | -277.7% | -75.7% |
| 10Y | +621.5% | +161.3% | +460.2% | +361.7% |
| All | +621.5% | +173.2% | +448.3% | +361.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling