+173.7%
ET vs DRI
+348.4%
-174.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.3% |
| 7D | +0.6% | -4.8% | +5.5% | +2.3% |
| 30D | +5.3% | -3.9% | +9.2% | +6.5% |
| 3M | +15.6% | +5.1% | +10.6% | +13.1% |
| 6M | +20.6% | +5.5% | +15.1% | +17.3% |
| YTD | +38.5% | +16.5% | +22.1% | +29.4% |
| 1Y | +35.7% | +2.0% | +33.7% | +32.4% |
| 3Y | +98.4% | +54.5% | +43.9% | +62.6% |
| 5Y | +245.3% | +66.6% | +178.7% | +168.7% |
| 10Y | +173.7% | +353.6% | -179.9% | +23.7% |
| All | +173.7% | +348.4% | -174.7% | +23.7% |
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