+604.5%
XYZ vs ET
+166.1%
+438.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.2% |
| 7D | -3.7% | +0.6% | -4.4% | -4.0% |
| 30D | +0.5% | +5.3% | -4.8% | -1.6% |
| 3M | +16.3% | +15.6% | +0.6% | +9.2% |
| 6M | +21.1% | +20.6% | +0.5% | +11.4% |
| YTD | +22.0% | +38.5% | -16.5% | +5.7% |
| 1Y | +5.2% | +35.7% | -30.6% | -8.2% |
| 3Y | +49.6% | +98.4% | -48.8% | +13.4% |
| 5Y | -68.4% | +245.3% | -313.7% | -80.0% |
| 10Y | +604.5% | +173.7% | +430.8% | +374.9% |
| All | +604.5% | +166.1% | +438.4% | +374.9% |
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