+186.5%
ET vs DBX
+15.6%
+170.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +2.5% | -3.3% | +5.8% | +3.2% |
| 30D | -2.5% | -5.9% | +3.4% | -1.4% |
| 3M | -4.9% | -6.7% | +1.8% | -3.9% |
| 6M | -0.1% | +28.0% | -28.1% | -6.3% |
| YTD | +26.2% | +20.6% | +5.6% | +19.0% |
| 1Y | +25.2% | +10.3% | +14.9% | +20.4% |
| 3Y | +84.2% | +24.0% | +60.1% | +67.8% |
| 5Y | +216.1% | +24.2% | +191.8% | +181.6% |
| All | +186.5% | +15.6% | +170.9% | +127.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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