-28.4%
DT vs ETR
+122.8%
-151.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.7% |
| 7D | -0.5% | +0.4% | -0.9% | -0.6% |
| 30D | +0.1% | +2.0% | -2.0% | -0.1% |
| 3M | +24.1% | -1.7% | +25.8% | +24.1% |
| 6M | +30.1% | +3.6% | +26.5% | +29.0% |
| YTD | +16.8% | +18.0% | -1.3% | +13.6% |
| 1Y | -0.1% | +26.2% | -26.3% | -3.9% |
| 3Y | +6.8% | +148.0% | -141.2% | -6.6% |
| 5Y | -28.4% | +126.1% | -154.4% | -35.2% |
| All | -28.4% | +122.8% | -151.1% | -35.2% |
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