+26.4%
ET vs COO
-7.7%
+34.0%
-10.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +5.9% | -9.4% | -3.2% |
| 7D | -6.0% | +8.4% | -14.5% | -5.6% |
| 30D | -6.1% | +13.5% | -19.6% | -5.5% |
| 3M | -2.7% | -13.8% | +11.1% | -2.4% |
| 6M | +0.2% | +4.7% | -4.5% | +1.2% |
| YTD | +24.3% | -21.4% | +45.7% | +24.6% |
| 1Y | +26.4% | -6.7% | +33.1% | +28.5% |
| All | +26.4% | -7.7% | +34.0% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling