+171.9%
ET vs DOC
-2.1%
+174.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.8% |
| 7D | +0.9% | -1.5% | +2.4% | +1.4% |
| 30D | +7.5% | -4.8% | +12.2% | +9.0% |
| 3M | +11.4% | +6.9% | +4.5% | +8.7% |
| 6M | +18.5% | +20.7% | -2.2% | +10.1% |
| YTD | +37.4% | +34.1% | +3.2% | +22.7% |
| 1Y | +30.9% | +22.6% | +8.3% | +20.2% |
| 3Y | +98.7% | +20.8% | +77.9% | +79.9% |
| 5Y | +230.7% | -24.9% | +255.6% | +253.7% |
| All | +171.9% | -2.1% | +174.0% | +196.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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