+395.2%
COR vs ET
+177.0%
+218.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | -2.8% | +0.2% | -3.1% | -2.9% |
| 30D | +2.6% | +2.9% | -0.3% | +2.0% |
| 3M | +14.5% | +16.8% | -2.3% | +11.0% |
| 6M | -7.8% | +18.9% | -26.7% | -10.9% |
| YTD | -4.2% | +37.7% | -41.9% | -10.0% |
| 1Y | +7.0% | +32.4% | -25.4% | +1.2% |
| 3Y | +85.5% | +99.5% | -14.0% | +59.5% |
| 5Y | +181.2% | +244.0% | -62.8% | +113.8% |
| All | +395.2% | +177.0% | +218.2% | +241.8% |
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