+126.1%
ETR vs DAR
-8.0%
+134.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.8% | -1.3% |
| 7D | +0.4% | -0.2% | +0.6% | +0.4% |
| 30D | +2.0% | +7.4% | -5.4% | +1.2% |
| 3M | -1.7% | +15.7% | -17.4% | -3.5% |
| 6M | +3.6% | +30.0% | -26.4% | +0.2% |
| YTD | +18.0% | +87.5% | -69.5% | +9.4% |
| 1Y | +26.2% | +113.4% | -87.1% | +14.9% |
| 3Y | +148.0% | +15.3% | +132.7% | +140.1% |
| 5Y | +126.1% | -4.3% | +130.4% | +123.5% |
| All | +126.1% | -8.0% | +134.0% | +123.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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