+296.9%
ETR vs DD
+67.8%
+229.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -0.6% |
| 7D | +0.4% | -3.8% | +4.2% | +1.3% |
| 30D | +2.0% | -9.2% | +11.3% | +4.4% |
| 3M | -1.7% | -9.0% | +7.3% | +0.3% |
| 6M | +3.6% | -5.0% | +8.5% | +4.2% |
| YTD | +18.0% | +7.4% | +10.7% | +14.8% |
| 1Y | +26.2% | +35.1% | -8.9% | +15.5% |
| 3Y | +148.0% | +43.2% | +104.8% | +119.2% |
| 5Y | +126.1% | +59.6% | +66.4% | +89.7% |
| All | +296.9% | +67.8% | +229.1% | +167.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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