+606.1%
COST vs ET
+177.0%
+429.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | -1.2% | +0.2% | -1.4% | -1.2% |
| 30D | -4.7% | +2.9% | -7.6% | -5.1% |
| 3M | -7.1% | +16.8% | -23.9% | -9.0% |
| 6M | -8.5% | +18.9% | -27.4% | -10.6% |
| YTD | +5.4% | +37.7% | -32.3% | +1.1% |
| 1Y | -5.6% | +32.4% | -38.1% | -9.1% |
| 3Y | +68.5% | +99.5% | -31.0% | +53.7% |
| 5Y | +105.2% | +244.0% | -138.7% | +76.0% |
| All | +606.1% | +177.0% | +429.1% | +515.4% |
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