+107.7%
COST vs ET
+241.8%
-134.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | -1.2% | +0.2% | -1.4% | -1.3% |
| 30D | -4.7% | +2.9% | -7.6% | -5.3% |
| 3M | -7.1% | +16.8% | -23.9% | -10.4% |
| 6M | -8.5% | +18.9% | -27.4% | -12.1% |
| YTD | +5.4% | +37.7% | -32.3% | -2.0% |
| 1Y | -5.6% | +32.4% | -38.1% | -11.5% |
| 3Y | +68.5% | +99.5% | -31.0% | +41.5% |
| All | +107.7% | +241.8% | -134.0% | +63.0% |
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