+99.4%
DE vs ETR
+123.0%
-23.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.5% | +0.5% |
| 7D | -2.4% | -1.9% | -0.5% | -1.8% |
| 30D | +9.7% | -0.2% | +9.9% | +9.7% |
| 3M | +21.4% | -3.7% | +25.1% | +22.6% |
| 6M | +15.0% | +2.1% | +12.9% | +14.0% |
| YTD | +46.4% | +16.5% | +30.0% | +39.7% |
| 1Y | +45.6% | +22.5% | +23.1% | +36.6% |
| 3Y | +76.8% | +144.7% | -67.9% | +31.7% |
| 5Y | +99.4% | +125.2% | -25.8% | +51.7% |
| All | +99.4% | +123.0% | -23.6% | +51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling