+1,309.2%
ET vs COO
+381.3%
+927.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | +0.1% |
| 7D | -4.4% | +4.3% | -8.7% | -5.8% |
| 30D | -4.8% | +17.6% | -22.3% | -9.7% |
| 3M | -3.4% | -13.9% | +10.4% | +0.1% |
| 6M | +2.2% | +6.6% | -4.4% | -1.4% |
| YTD | +24.2% | -22.0% | +46.2% | +31.7% |
| 1Y | +24.5% | -8.8% | +33.3% | +25.2% |
| 3Y | +83.6% | -21.5% | +105.1% | +87.7% |
| 5Y | +203.4% | -41.0% | +244.4% | +234.3% |
| 10Y | +166.5% | +40.9% | +125.7% | +120.1% |
| All | +1,309.2% | +381.3% | +927.9% | +545.6% |
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