-8.9%
DASH vs ET
+356.8%
-365.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | -4.1% | +3.0% | -7.1% | -5.1% |
| 30D | -10.6% | -3.5% | -7.2% | -9.8% |
| 3M | -18.8% | -5.6% | -13.2% | -17.4% |
| 6M | +11.2% | +0.5% | +10.7% | +10.1% |
| YTD | -23.8% | +26.3% | -50.1% | -31.8% |
| 1Y | -12.2% | +25.7% | -37.8% | -21.2% |
| 3Y | +97.3% | +85.1% | +12.2% | +50.9% |
| 5Y | -29.8% | +216.4% | -246.2% | -52.2% |
| All | -8.9% | +356.8% | -365.8% | -42.2% |
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