-68.6%
XYZ vs ET
+235.7%
-304.3%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.3% | -3.2% |
| 7D | +2.9% | +0.4% | +2.4% | +2.6% |
| 30D | +1.4% | +6.9% | -5.5% | -3.5% |
| 3M | +14.6% | +13.1% | +1.5% | +4.0% |
| 6M | +20.8% | +18.7% | +2.0% | +4.6% |
| YTD | +23.1% | +37.4% | -14.4% | -5.3% |
| 1Y | +5.6% | +34.8% | -29.2% | -17.7% |
| 3Y | +50.9% | +96.8% | -45.9% | -13.8% |
| 5Y | -68.6% | +238.2% | -306.8% | -86.6% |
| All | -68.6% | +235.7% | -304.3% | -86.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling