+173.8%
ET vs DTE
+137.8%
+36.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.2% |
| 7D | +0.2% | -2.6% | +2.8% | +1.5% |
| 30D | +2.9% | -4.4% | +7.3% | +5.0% |
| 3M | +16.8% | -8.3% | +25.1% | +21.5% |
| 6M | +18.9% | -8.1% | +27.0% | +23.1% |
| YTD | +37.7% | +4.4% | +33.3% | +33.9% |
| 1Y | +32.4% | +0.2% | +32.3% | +31.2% |
| 3Y | +99.5% | +42.6% | +56.9% | +62.7% |
| 5Y | +244.0% | +31.5% | +212.5% | +187.6% |
| All | +173.8% | +137.8% | +36.0% | +92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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