+1,459.4%
ET vs DTE
+767.4%
+692.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -0.4% |
| 7D | +0.4% | +0.9% | -0.5% | 0.0% |
| 30D | +6.9% | -1.9% | +8.7% | +7.7% |
| 3M | +13.1% | -3.3% | +16.4% | +14.7% |
| 6M | +18.7% | -7.1% | +25.8% | +22.5% |
| YTD | +37.4% | +8.1% | +29.3% | +31.6% |
| 1Y | +34.8% | +5.3% | +29.6% | +30.4% |
| 3Y | +96.8% | +48.2% | +48.6% | +58.2% |
| 5Y | +238.2% | +33.2% | +205.0% | +182.3% |
| 10Y | +159.4% | +137.5% | +21.9% | +58.9% |
| All | +1,459.4% | +767.4% | +692.1% | +363.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling