+172.0%
ET vs DRI
+343.2%
-171.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.9% |
| 7D | -1.9% | +4.2% | -6.1% | -3.3% |
| 30D | -3.1% | +15.7% | -18.8% | -7.9% |
| 3M | -3.9% | +5.8% | -9.7% | -6.2% |
| 6M | +4.0% | +18.4% | -14.4% | -2.8% |
| YTD | +26.4% | +28.2% | -1.8% | +14.1% |
| 1Y | +24.9% | +35.9% | -11.0% | +10.2% |
| 3Y | +85.2% | +67.7% | +17.4% | +47.9% |
| 5Y | +218.3% | +77.9% | +140.4% | +143.4% |
| 10Y | +172.0% | +338.7% | -166.7% | +54.2% |
| All | +172.0% | +343.2% | -171.3% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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