+173.8%
ET vs COPX
+583.8%
-410.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +0.2% | -2.3% | +2.6% | +0.9% |
| 30D | +2.9% | +0.3% | +2.6% | +2.3% |
| 3M | +16.8% | +6.8% | +10.0% | +12.4% |
| 6M | +18.9% | +7.9% | +10.9% | +11.3% |
| YTD | +37.7% | +23.7% | +14.0% | +19.6% |
| 1Y | +32.4% | +71.5% | -39.1% | -1.1% |
| 3Y | +99.5% | +149.1% | -49.6% | +19.5% |
| 5Y | +244.0% | +167.3% | +76.6% | +89.8% |
| All | +173.8% | +583.8% | -410.0% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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