+372.7%
ETR vs DG
+105.2%
+267.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +1.2% | +0.3% | +0.9% | +1.1% |
| 30D | +7.0% | +3.2% | +3.8% | +6.4% |
| 3M | +4.6% | +10.4% | -5.8% | +2.8% |
| 6M | +0.1% | +33.2% | -33.0% | -4.8% |
| YTD | +23.2% | +3.0% | +20.2% | +21.6% |
| 1Y | +20.6% | +31.2% | -10.6% | +14.0% |
| 3Y | +156.3% | +21.8% | +134.4% | +136.7% |
| 5Y | +159.6% | -35.0% | +194.6% | +176.3% |
| All | +372.7% | +105.2% | +267.5% | +321.2% |
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 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