+445.4%
ETR vs DG
+606.1%
-160.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.7% |
| 7D | +1.4% | +8.4% | -7.0% | +0.2% |
| 30D | +1.0% | +4.9% | -4.0% | +0.2% |
| 3M | -1.3% | +29.3% | -30.6% | -5.2% |
| 6M | +1.9% | -11.3% | +13.2% | +3.2% |
| YTD | +18.2% | +1.8% | +16.4% | +17.1% |
| 1Y | +24.7% | +25.3% | -0.7% | +19.1% |
| 3Y | +150.7% | +9.1% | +141.6% | +138.3% |
| 5Y | +127.0% | -34.9% | +161.9% | +135.6% |
| 10Y | +295.5% | +108.2% | +187.3% | +241.4% |
| All | +445.4% | +606.1% | -160.7% | +269.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling