+126.4%
DAL vs ET
+163.5%
-37.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.6% | -1.5% |
| 7D | +3.4% | +0.4% | +3.0% | +3.2% |
| 30D | -13.6% | +6.9% | -20.4% | -16.0% |
| 3M | +1.2% | +13.1% | -11.9% | -4.2% |
| 6M | +34.5% | +18.7% | +15.8% | +24.1% |
| YTD | +14.7% | +37.4% | -22.8% | -0.9% |
| 1Y | +29.2% | +34.8% | -5.6% | +12.4% |
| 3Y | +100.0% | +96.8% | +3.2% | +47.9% |
| 5Y | +106.3% | +238.2% | -131.9% | +21.4% |
| 10Y | +126.4% | +159.4% | -33.0% | +35.0% |
| All | +126.4% | +163.5% | -37.1% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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