+47.7%
XYZ vs ET
+99.3%
-51.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.9% |
| 7D | -1.0% | +0.9% | -1.9% | -1.5% |
| 30D | -1.7% | +7.5% | -9.2% | -6.0% |
| 3M | +16.7% | +11.4% | +5.3% | +8.7% |
| 6M | +26.9% | +18.5% | +8.3% | +12.1% |
| YTD | +27.1% | +37.4% | -10.2% | +0.2% |
| 1Y | +9.3% | +30.9% | -21.7% | -10.8% |
| All | +47.7% | +99.3% | -51.6% | -10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling