+68.5%
COST vs ET
+96.2%
-27.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -5.3% |
| 3M | -7.1% | +16.8% | -23.9% | -10.1% |
| 6M | -8.5% | +18.9% | -27.4% | -11.7% |
| YTD | +5.4% | +37.7% | -32.3% | -1.2% |
| 1Y | -5.6% | +32.4% | -38.1% | -10.9% |
| 3Y | +68.5% | +99.5% | -31.0% | +43.1% |
| All | +68.5% | +96.2% | -27.7% | +43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling