+19.2%
ETR vs DG
+45.3%
-26.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +8.5% | -5.8% | +2.3% |
| 7D | +3.7% | +12.3% | -8.5% | +3.2% |
| 30D | +11.0% | +19.3% | -8.3% | +10.3% |
| 3M | +3.4% | +11.9% | -8.4% | +2.9% |
| 6M | -3.3% | +25.0% | -28.3% | -4.0% |
| YTD | +23.3% | +8.7% | +14.5% | +23.7% |
| 1Y | +19.2% | +44.7% | -25.5% | +16.1% |
| All | +19.2% | +45.3% | -26.1% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling