+1,458.7%
ET vs COO
+423.9%
+1,034.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.7% |
| 7D | +0.9% | -2.2% | +3.1% | +1.6% |
| 30D | +7.5% | -7.0% | +14.5% | +9.8% |
| 3M | +11.4% | +12.2% | -0.8% | +6.9% |
| 6M | +18.5% | -15.1% | +33.6% | +23.8% |
| YTD | +37.4% | -15.1% | +52.5% | +43.3% |
| 1Y | +30.9% | +2.3% | +28.6% | +27.8% |
| 3Y | +98.7% | -23.7% | +122.4% | +107.3% |
| 5Y | +230.7% | -38.9% | +269.6% | +264.3% |
| 10Y | +175.6% | +49.9% | +125.7% | +125.3% |
| All | +1,458.7% | +423.9% | +1,034.8% | +602.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling