+238.2%
ET vs DRI
+70.3%
+167.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.9% | +0.4% |
| 7D | +0.4% | -1.2% | +1.6% | +0.7% |
| 30D | +6.9% | -0.4% | +7.2% | +6.8% |
| 3M | +13.1% | +9.5% | +3.6% | +10.5% |
| 6M | +18.7% | +6.5% | +12.3% | +16.5% |
| YTD | +37.4% | +18.4% | +19.0% | +31.0% |
| 1Y | +34.8% | +4.2% | +30.6% | +32.5% |
| 3Y | +96.8% | +57.1% | +39.7% | +71.0% |
| 5Y | +238.2% | +70.4% | +167.8% | +176.2% |
| All | +238.2% | +70.3% | +167.9% | +176.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling