+97.6%
ET vs DRI
+60.6%
+37.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.3% |
| 7D | +0.9% | +0.6% | +0.3% | +0.8% |
| 30D | +7.5% | +3.8% | +3.6% | +7.0% |
| 3M | +11.4% | +13.0% | -1.6% | +9.6% |
| 6M | +18.5% | +8.3% | +10.2% | +17.1% |
| YTD | +37.4% | +20.6% | +16.8% | +33.0% |
| 1Y | +30.9% | +6.5% | +24.5% | +29.8% |
| All | +97.6% | +60.6% | +37.0% | +85.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling