+1,296.6%
ET vs COO
+369.4%
+927.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.9% |
| 7D | -7.9% | +4.7% | -12.6% | -9.3% |
| 30D | -5.9% | +13.9% | -19.8% | -9.9% |
| 3M | -5.2% | -14.9% | +9.7% | -1.4% |
| 6M | +0.3% | +2.0% | -1.8% | -2.0% |
| YTD | +23.1% | -23.9% | +47.0% | +31.5% |
| 1Y | +22.7% | -9.6% | +32.4% | +23.7% |
| 3Y | +75.4% | -25.4% | +100.8% | +82.3% |
| 5Y | +202.6% | -41.2% | +243.8% | +233.4% |
| 10Y | +213.0% | +42.1% | +170.9% | +157.8% |
| All | +1,296.6% | +369.4% | +927.2% | +544.7% |
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 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