+11.9%
COST vs ET
+24.7%
-12.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.5% | +6.1% | +3.0% |
| 7D | +6.6% | -6.0% | +12.7% | +7.4% |
| 30D | +13.5% | -6.1% | +19.6% | +14.3% |
| 3M | +10.6% | -2.7% | +13.2% | +10.3% |
| 6M | +3.6% | +0.2% | +3.4% | +2.8% |
| YTD | +22.1% | +24.3% | -2.3% | +20.3% |
| 1Y | +11.9% | +26.4% | -14.5% | +10.5% |
| All | +11.9% | +24.7% | -12.8% | +10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling