+151.0%
ETR vs DG
+7.4%
+143.6%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.0% | +5.2% | +1.3% |
| 7D | +1.4% | -2.5% | +3.9% | +1.5% |
| 30D | +1.9% | +1.0% | +0.9% | +1.8% |
| 3M | +1.0% | +20.3% | -19.3% | +0.2% |
| 6M | +4.8% | -11.7% | +16.6% | +5.4% |
| YTD | +19.5% | -2.3% | +21.9% | +19.7% |
| 1Y | +28.1% | +20.0% | +8.1% | +27.0% |
| All | +151.0% | +7.4% | +143.6% | +152.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling