+247.6%
DIA vs ET
+177.0%
+70.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | -1.6% | +0.2% | -1.8% | -1.6% |
| 30D | -2.0% | +2.9% | -4.9% | -2.8% |
| 3M | +3.6% | +16.8% | -13.2% | -0.4% |
| 6M | +11.5% | +18.9% | -7.4% | +6.5% |
| YTD | +10.4% | +37.7% | -27.3% | +1.5% |
| 1Y | +15.6% | +32.4% | -16.9% | +7.2% |
| 3Y | +58.9% | +99.5% | -40.6% | +32.1% |
| 5Y | +65.3% | +244.0% | -178.6% | +19.3% |
| All | +247.6% | +177.0% | +70.6% | +148.9% |
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