+57.9%
DIA vs ETR
+157.6%
-99.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +2.1% | +1.2% | +1.0% | +1.8% |
| 30D | +1.5% | +7.0% | -5.5% | -0.3% |
| 3M | -2.4% | +4.6% | -7.0% | -3.6% |
| 6M | +6.0% | +0.1% | +5.8% | +5.7% |
| YTD | +10.1% | +23.2% | -13.1% | +3.4% |
| 1Y | +11.8% | +20.6% | -8.8% | +5.6% |
| 3Y | +59.7% | +156.3% | -96.6% | +17.4% |
| All | +57.9% | +157.6% | -99.7% | +15.7% |
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