+201.0%
ET vs COO
-41.6%
+242.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.7% |
| 7D | -7.9% | +4.7% | -12.6% | -8.7% |
| 30D | -5.9% | +13.9% | -19.8% | -8.2% |
| 3M | -5.2% | -14.9% | +9.7% | -2.7% |
| 6M | +0.3% | +2.0% | -1.8% | -1.0% |
| YTD | +23.1% | -23.9% | +47.0% | +29.0% |
| 1Y | +22.7% | -9.6% | +32.4% | +23.5% |
| 3Y | +75.4% | -25.4% | +100.8% | +79.6% |
| All | +201.0% | -41.6% | +242.6% | +212.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling