+186.8%
ET vs DBX
+15.6%
+171.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.4% |
| 7D | +3.0% | -6.3% | +9.3% | +4.4% |
| 30D | -3.5% | -5.9% | +2.4% | -2.4% |
| 3M | -5.6% | -0.4% | -5.3% | -6.1% |
| 6M | +0.5% | +29.8% | -29.3% | -6.0% |
| YTD | +26.3% | +20.5% | +5.8% | +19.2% |
| 1Y | +25.7% | +8.7% | +17.0% | +21.3% |
| 3Y | +85.1% | +25.9% | +59.1% | +68.0% |
| 5Y | +216.4% | +24.2% | +192.2% | +181.9% |
| All | +186.8% | +15.6% | +171.2% | +127.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling