+175.4%
ET vs DAR
+383.2%
-207.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | +0.6% | -0.2% | +0.8% | +0.7% |
| 30D | +5.3% | +7.4% | -2.2% | +2.7% |
| 3M | +15.6% | +15.7% | 0.0% | +9.9% |
| 6M | +20.6% | +30.0% | -9.4% | +9.9% |
| YTD | +38.5% | +87.5% | -49.0% | +12.0% |
| 1Y | +35.7% | +113.4% | -77.6% | +4.1% |
| 3Y | +98.4% | +15.3% | +83.1% | +78.8% |
| 5Y | +245.3% | -4.3% | +249.6% | +219.5% |
| All | +175.4% | +383.2% | -207.8% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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