+851.5%
DE vs ETR
+296.9%
+554.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -2.6% | -1.8% | -0.8% | -1.9% |
| 30D | +9.0% | -1.8% | +10.8% | +9.6% |
| 3M | +19.1% | -3.6% | +22.7% | +20.6% |
| 6M | +14.4% | +2.6% | +11.8% | +12.8% |
| YTD | +45.9% | +16.0% | +29.9% | +37.3% |
| 1Y | +43.6% | +20.1% | +23.5% | +33.0% |
| 3Y | +75.9% | +143.6% | -67.7% | +20.9% |
| 5Y | +98.8% | +124.4% | -25.6% | +39.1% |
| All | +851.5% | +296.9% | +554.6% | +528.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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