+2,598.1%
COST vs ET
+1,447.8%
+1,150.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.9% |
| 7D | -2.8% | +0.6% | -3.4% | -2.9% |
| 30D | -5.3% | +5.3% | -10.6% | -5.8% |
| 3M | -6.7% | +15.6% | -22.3% | -8.2% |
| 6M | -9.9% | +20.6% | -30.6% | -11.9% |
| YTD | +5.1% | +38.5% | -33.4% | +1.2% |
| 1Y | -7.3% | +35.7% | -43.0% | -10.6% |
| 3Y | +70.4% | +98.4% | -28.0% | +56.9% |
| 5Y | +104.4% | +245.3% | -140.9% | +76.5% |
| 10Y | +609.0% | +173.7% | +435.3% | +503.8% |
| All | +2,598.1% | +1,447.8% | +1,150.2% | +1,202.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling