+4,316.7%
ETR vs COO
+5,988.7%
-1,672.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.4% |
| 7D | +1.4% | -2.2% | +3.7% | +1.6% |
| 30D | +1.0% | -7.0% | +8.0% | +1.3% |
| 3M | -1.3% | +12.2% | -13.5% | -1.9% |
| 6M | +1.9% | -15.1% | +17.0% | +2.6% |
| YTD | +18.2% | -15.1% | +33.3% | +19.0% |
| 1Y | +24.7% | +2.3% | +22.3% | +24.3% |
| 3Y | +150.7% | -23.7% | +174.4% | +152.8% |
| 5Y | +127.0% | -38.9% | +166.0% | +130.7% |
| 10Y | +295.5% | +49.9% | +245.5% | +287.9% |
| All | +4,316.7% | +5,988.7% | -1,672.0% | +3,877.3% |
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