+302.3%
ETR vs DRI
+348.4%
-46.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.4% | -0.9% |
| 7D | +0.4% | -4.8% | +5.2% | +1.4% |
| 30D | +2.0% | -3.9% | +6.0% | +2.8% |
| 3M | -1.7% | +5.1% | -6.8% | -3.0% |
| 6M | +3.6% | +5.5% | -1.9% | +1.9% |
| YTD | +18.0% | +16.5% | +1.6% | +13.3% |
| 1Y | +26.2% | +2.0% | +24.2% | +24.6% |
| 3Y | +148.0% | +54.5% | +93.5% | +120.8% |
| 5Y | +126.1% | +66.6% | +59.5% | +94.6% |
| 10Y | +302.3% | +353.6% | -51.4% | +165.3% |
| All | +302.3% | +348.4% | -46.2% | +165.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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