+126.1%
ETR vs DD
+59.3%
+66.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -0.8% |
| 7D | +0.4% | -3.8% | +4.2% | +1.1% |
| 30D | +2.0% | -9.2% | +11.3% | +3.9% |
| 3M | -1.7% | -9.0% | +7.3% | -0.1% |
| 6M | +3.6% | -5.0% | +8.5% | +4.0% |
| YTD | +18.0% | +7.4% | +10.7% | +15.3% |
| 1Y | +26.2% | +35.1% | -8.9% | +17.2% |
| 3Y | +148.0% | +43.2% | +104.8% | +123.8% |
| 5Y | +126.1% | +59.6% | +66.4% | +91.5% |
| All | +126.1% | +59.3% | +66.7% | +91.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling