+373.4%
ETR vs COO
+38.3%
+335.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | +2.6% | +4.5% | -1.9% | +1.3% |
| 30D | +8.7% | +16.9% | -8.3% | +3.8% |
| 3M | +6.4% | -16.7% | +23.1% | +11.4% |
| 6M | +0.7% | +5.9% | -5.2% | -2.2% |
| YTD | +23.0% | -22.4% | +45.5% | +30.8% |
| 1Y | +17.9% | -10.1% | +28.0% | +19.5% |
| 3Y | +154.9% | -22.8% | +177.7% | +161.8% |
| 5Y | +157.3% | -41.4% | +198.7% | +185.8% |
| 10Y | +373.4% | +41.3% | +332.1% | +301.8% |
| All | +373.4% | +38.3% | +335.0% | +301.8% |
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