+125.2%
ETR vs COO
-39.5%
+164.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +1.7% |
| 7D | +1.4% | -2.3% | +3.7% | +1.9% |
| 30D | +1.9% | -8.8% | +10.7% | +3.7% |
| 3M | +1.0% | +1.3% | -0.4% | +0.4% |
| 6M | +4.8% | -11.6% | +16.4% | +7.1% |
| YTD | +19.5% | -17.4% | +37.0% | +23.8% |
| 1Y | +28.1% | -1.6% | +29.7% | +27.2% |
| 3Y | +151.1% | -22.6% | +173.8% | +157.6% |
| 5Y | +125.2% | -40.3% | +165.5% | +119.7% |
| All | +125.2% | -39.5% | +164.6% | +119.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling