+235.3%
DIA vs ETR
+379.5%
-144.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.4% |
| 7D | +1.6% | +1.5% | +0.1% | +1.0% |
| 30D | +1.2% | +6.6% | -5.4% | -1.1% |
| 3M | -2.4% | +4.4% | -6.8% | -4.0% |
| 6M | +5.7% | -0.3% | +5.9% | +5.5% |
| YTD | +9.9% | +23.3% | -13.4% | +0.7% |
| 1Y | +9.8% | +18.9% | -9.0% | +2.0% |
| 3Y | +59.8% | +155.5% | -95.7% | +6.4% |
| 5Y | +57.7% | +159.9% | -102.2% | +2.4% |
| All | +235.3% | +379.5% | -144.2% | +99.1% |
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