+144.5%
ETR vs DBX
+25.2%
+119.3%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.7% | -1.4% |
| 7D | -1.9% | -1.8% | -0.1% | -1.9% |
| 30D | -0.2% | +2.8% | -3.0% | -0.2% |
| 3M | -3.7% | +26.8% | -30.5% | -4.2% |
| 6M | +2.1% | +32.8% | -30.7% | +1.5% |
| YTD | +16.5% | +26.1% | -9.6% | +16.1% |
| 1Y | +22.5% | +14.1% | +8.4% | +23.0% |
| All | +144.5% | +25.2% | +119.3% | +136.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling