+107.7%
COST vs ETR
+122.3%
-14.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.4% |
| 7D | -1.2% | -1.8% | +0.6% | -0.8% |
| 30D | -4.7% | -1.8% | -3.0% | -4.3% |
| 3M | -7.1% | -3.6% | -3.5% | -6.4% |
| 6M | -8.5% | +2.6% | -11.2% | -9.4% |
| YTD | +5.4% | +16.0% | -10.6% | +1.1% |
| 1Y | -5.6% | +20.1% | -25.8% | -10.4% |
| 3Y | +68.5% | +143.6% | -75.1% | +26.3% |
| All | +107.7% | +122.3% | -14.6% | +59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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