+242.5%
ET vs DBX
+11.7%
+230.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.1% |
| 7D | +0.2% | +2.1% | -1.9% | -0.1% |
| 30D | +2.9% | +5.7% | -2.9% | +1.8% |
| 3M | +16.8% | +31.8% | -15.0% | +11.2% |
| 6M | +18.9% | +37.5% | -18.6% | +11.7% |
| YTD | +37.7% | +27.9% | +9.8% | +31.1% |
| 1Y | +32.4% | +15.0% | +17.4% | +28.5% |
| 3Y | +99.5% | +27.2% | +72.3% | +85.2% |
| All | +242.5% | +11.7% | +230.8% | +196.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling