+372.7%
ETR vs COO
+41.1%
+331.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | +1.2% | +0.5% | +0.7% | +1.0% |
| 30D | +7.0% | +14.2% | -7.1% | +3.0% |
| 3M | +4.6% | -18.2% | +22.8% | +10.2% |
| 6M | +0.1% | +5.3% | -5.2% | -2.6% |
| YTD | +23.2% | -23.6% | +46.7% | +31.5% |
| 1Y | +20.6% | -12.7% | +33.3% | +23.3% |
| 3Y | +156.3% | -24.2% | +180.5% | +164.7% |
| 5Y | +159.6% | -40.0% | +199.6% | +185.6% |
| All | +372.7% | +41.1% | +331.7% | +285.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling