+125.2%
ETR vs DRI
+70.3%
+54.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.4% |
| 7D | +1.4% | -1.2% | +2.6% | +1.6% |
| 30D | +1.9% | -0.4% | +2.3% | +1.9% |
| 3M | +1.0% | +9.5% | -8.5% | -0.6% |
| 6M | +4.8% | +6.5% | -1.6% | +3.5% |
| YTD | +19.5% | +18.4% | +1.1% | +15.7% |
| 1Y | +28.1% | +4.2% | +23.9% | +26.5% |
| 3Y | +151.1% | +57.1% | +94.1% | +131.3% |
| 5Y | +125.2% | +70.4% | +54.7% | +104.0% |
| All | +125.2% | +70.3% | +54.8% | +104.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling