+1,458.7%
ET vs DRI
+977.4%
+481.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +0.9% | +0.6% | +0.3% | +0.7% |
| 30D | +7.5% | +3.8% | +3.6% | +6.1% |
| 3M | +11.4% | +13.0% | -1.6% | +7.0% |
| 6M | +18.5% | +8.3% | +10.2% | +14.8% |
| YTD | +37.4% | +20.6% | +16.8% | +28.4% |
| 1Y | +30.9% | +6.5% | +24.5% | +26.6% |
| 3Y | +98.7% | +53.7% | +45.0% | +68.9% |
| 5Y | +230.7% | +72.7% | +158.0% | +166.7% |
| 10Y | +175.6% | +363.2% | -187.6% | +57.0% |
| All | +1,458.7% | +977.4% | +481.3% | +495.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling