+4,509.4%
ETR vs DD
+1,148.4%
+3,361.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | +0.1% |
| 7D | +1.5% | +6.7% | -5.2% | +0.2% |
| 30D | +6.6% | +19.4% | -12.8% | +3.0% |
| 3M | +4.4% | +7.6% | -3.2% | +2.8% |
| 6M | -0.3% | +2.9% | -3.2% | -1.2% |
| YTD | +23.3% | +29.9% | -6.6% | +16.4% |
| 1Y | +18.9% | +28.6% | -9.8% | +12.3% |
| 3Y | +155.5% | +90.0% | +65.5% | +120.9% |
| 5Y | +159.9% | +68.1% | +91.8% | +127.2% |
| 10Y | +377.6% | +98.7% | +278.9% | +283.8% |
| All | +4,509.4% | +1,148.4% | +3,361.0% | +2,530.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling