+172.0%
ET vs COO
+38.3%
+133.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.3% | +2.0% |
| 7D | -1.9% | +4.5% | -6.4% | -3.3% |
| 30D | -3.1% | +16.9% | -20.0% | -8.1% |
| 3M | -3.9% | -16.7% | +12.8% | +1.0% |
| 6M | +4.0% | +5.9% | -1.9% | +0.2% |
| YTD | +26.4% | -22.4% | +48.9% | +35.1% |
| 1Y | +24.9% | -10.1% | +35.0% | +26.2% |
| 3Y | +85.2% | -22.8% | +108.0% | +89.6% |
| 5Y | +218.3% | -41.4% | +259.7% | +258.4% |
| 10Y | +172.0% | +41.3% | +130.7% | +142.3% |
| All | +172.0% | +38.3% | +133.6% | +142.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling