+296.9%
ETR vs DG
+101.7%
+195.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -0.9% |
| 7D | +0.4% | -4.8% | +5.2% | +1.1% |
| 30D | +2.0% | +1.8% | +0.3% | +1.7% |
| 3M | -1.7% | +14.5% | -16.2% | -4.0% |
| 6M | +3.6% | -13.6% | +17.1% | +5.4% |
| YTD | +18.0% | -4.8% | +22.9% | +18.2% |
| 1Y | +26.2% | +21.6% | +4.7% | +20.7% |
| 3Y | +148.0% | +4.5% | +143.5% | +136.1% |
| 5Y | +126.1% | -38.5% | +164.5% | +141.8% |
| All | +296.9% | +101.7% | +195.2% | +253.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling