+163.1%
ET vs DAR
+311.7%
-148.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.5% |
| 7D | +2.5% | +11.6% | -9.0% | -1.0% |
| 30D | -2.5% | -10.2% | +7.8% | +0.7% |
| 3M | -4.9% | -14.8% | +10.0% | -0.4% |
| 6M | -0.1% | -10.1% | +10.0% | +2.4% |
| YTD | +26.2% | +55.5% | -29.3% | +8.1% |
| 1Y | +25.2% | +61.7% | -36.5% | +5.6% |
| 3Y | +84.2% | +37.2% | +47.0% | +53.9% |
| 5Y | +216.1% | -26.9% | +243.0% | +222.0% |
| All | +163.1% | +311.7% | -148.5% | +29.5% |
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