+238.2%
ET vs DAR
-8.5%
+246.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.6% |
| 7D | +0.4% | -0.9% | +1.3% | +0.6% |
| 30D | +6.9% | +13.0% | -6.1% | +3.9% |
| 3M | +13.1% | +15.0% | -1.9% | +9.3% |
| 6M | +18.7% | +26.8% | -8.1% | +12.0% |
| YTD | +37.4% | +86.4% | -49.0% | +18.8% |
| 1Y | +34.8% | +115.1% | -80.3% | +12.1% |
| 3Y | +96.8% | +14.6% | +82.2% | +87.1% |
| 5Y | +238.2% | -8.8% | +247.0% | +243.1% |
| All | +238.2% | -8.5% | +246.7% | +243.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling