+269.8%
ETR vs DBX
+22.6%
+247.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.8% | -0.5% |
| 7D | -1.8% | +2.1% | -3.9% | -2.0% |
| 30D | -1.8% | +5.7% | -7.5% | -2.2% |
| 3M | -3.6% | +31.8% | -35.4% | -5.6% |
| 6M | +2.6% | +37.5% | -34.8% | -0.1% |
| YTD | +16.0% | +27.9% | -11.9% | +13.6% |
| 1Y | +20.1% | +15.0% | +5.1% | +18.5% |
| 3Y | +143.6% | +27.2% | +116.4% | +136.0% |
| 5Y | +124.4% | +12.8% | +111.6% | +117.0% |
| All | +269.8% | +22.6% | +247.1% | +234.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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