+554.8%
XYZ vs ET
+145.1%
+409.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.8% | -5.1% | -3.8% |
| 7D | +12.6% | -1.9% | +14.5% | +13.0% |
| 30D | +10.8% | -3.1% | +13.9% | +11.4% |
| 3M | +8.4% | -3.9% | +12.3% | +9.1% |
| 6M | +14.3% | +4.0% | +10.3% | +12.5% |
| YTD | +31.5% | +26.4% | +5.1% | +22.6% |
| 1Y | +28.1% | +24.9% | +3.2% | +19.8% |
| 3Y | +66.2% | +85.2% | -19.0% | +42.1% |
| 5Y | -62.3% | +218.3% | -280.6% | -70.9% |
| 10Y | +634.6% | +172.0% | +462.6% | +452.3% |
| All | +554.8% | +145.1% | +409.6% | +329.5% |
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