+87.8%
DT vs ETR
+172.4%
-84.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | +3.1% | +0.5% | +2.6% | +3.0% |
| 30D | -29.5% | +6.4% | -35.9% | -30.7% |
| 3M | -11.7% | +4.0% | -15.7% | -12.7% |
| 6M | +29.0% | -0.5% | +29.5% | +28.5% |
| YTD | +3.4% | +22.4% | -19.1% | -4.2% |
| 1Y | -4.2% | +19.9% | -24.1% | -10.7% |
| 3Y | -12.8% | +154.7% | -167.6% | -38.9% |
| 5Y | -39.6% | +158.1% | -197.7% | -59.0% |
| All | +87.8% | +172.4% | -84.5% | +8.4% |
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