+11,671.2%
COST vs ETR
+4,465.2%
+7,205.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.9% |
| 7D | -3.2% | +1.4% | -4.6% | -3.5% |
| 30D | -4.0% | +1.9% | -5.8% | -4.4% |
| 3M | -6.5% | +1.0% | -7.5% | -6.8% |
| 6M | -8.5% | +4.8% | -13.4% | -9.9% |
| YTD | +6.0% | +19.5% | -13.5% | +1.1% |
| 1Y | -5.8% | +28.1% | -33.9% | -11.9% |
| 3Y | +71.8% | +151.1% | -79.3% | +34.0% |
| 5Y | +106.2% | +125.2% | -18.9% | +64.4% |
| 10Y | +602.0% | +291.1% | +310.9% | +378.6% |
| All | +11,671.2% | +4,465.2% | +7,205.9% | +4,079.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling