+182.7%
COR vs ET
+240.9%
-58.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | -3.9% | +0.6% | -4.5% | -4.0% |
| 30D | -0.3% | +5.3% | -5.6% | -1.2% |
| 3M | +15.9% | +15.6% | +0.2% | +12.9% |
| 6M | -10.3% | +20.6% | -30.9% | -13.0% |
| YTD | -3.7% | +38.5% | -42.2% | -8.7% |
| 1Y | +9.1% | +35.7% | -26.6% | +3.7% |
| 3Y | +86.6% | +98.4% | -11.8% | +61.9% |
| All | +182.7% | +240.9% | -58.2% | +121.6% |
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