+291.6%
ETR vs DG
+99.2%
+192.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | -0.1% | -1.2% |
| 7D | -1.9% | -6.3% | +4.4% | -1.0% |
| 30D | -0.2% | +2.4% | -2.6% | -0.6% |
| 3M | -3.7% | +12.4% | -16.1% | -5.8% |
| 6M | +2.1% | -14.9% | +17.0% | +4.2% |
| YTD | +16.5% | -6.1% | +22.5% | +16.8% |
| 1Y | +22.5% | +17.9% | +4.7% | +17.8% |
| 3Y | +144.7% | +3.1% | +141.5% | +133.4% |
| 5Y | +125.2% | -38.7% | +163.9% | +140.7% |
| All | +291.6% | +99.2% | +192.4% | +249.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling